東華大學圖書館 |

語系: 繁體中文

說明(常見問題)

回圖書館首頁

手機版館藏查詢

登入

回首頁 到查詢結果 [ subject:"Risk (Insurance)- Mathematical models." ]

切換: 標籤 | MARC模式 | ISBD

Surplus analysis of Sparre Andersen ...

Willmot, Gordon E.

FindBook

Google Book

Amazon

博客來

Surplus analysis of Sparre Andersen insurance risk processes

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Surplus analysis of Sparre Andersen insurance risk processes/ by Gordon E. Willmot, Jae-Kyung Woo.
作者:	Willmot, Gordon E.
其他作者:	Woo, Jae-Kyung.
出版者:	Cham :Springer International Publishing : : 2017.,
面頁冊數:	viii, 225 p. :ill., digital ;24 cm.
內容註:	1 Introduction -- 2 Technical Preparation -- 3 Gerber-Shiu Analysis in the Classical Poisson Risk Model -- 4 Gerber-Shiu Analysis in the Dependent Sparre Andersen Model -- 5 Models Involving Erlang Components -- 6 The Time of Ruin in the Classical Poisson Risk Model -- 7 Related Risk Models -- 8 Other Topics -- References -- Index.
Contained By:	Springer eBooks
標題:	Risk (Insurance) - Mathematical models. -
電子資源:	http://dx.doi.org/10.1007/978-3-319-71362-5
ISBN:	9783319713625

Surplus analysis of Sparre Andersen insurance risk processes
Willmot, Gordon E.

Surplus analysis of Sparre Andersen insurance risk processes[electronic resource] /by Gordon E. Willmot, Jae-Kyung Woo. - Cham :Springer International Publishing :2017. - viii, 225 p. :ill., digital ;24 cm. - Springer actuarial. - Springer actuarial..

1 Introduction -- 2 Technical Preparation -- 3 Gerber-Shiu Analysis in the Classical Poisson Risk Model -- 4 Gerber-Shiu Analysis in the Dependent Sparre Andersen Model -- 5 Models Involving Erlang Components -- 6 The Time of Ruin in the Classical Poisson Risk Model -- 7 Related Risk Models -- 8 Other Topics -- References -- Index.

This carefully written monograph covers the Sparre Andersen process in an actuarial context using the renewal process as the model for claim counts. A unified reference on Sparre Andersen (renewal risk) processes is included, often missing from existing literature. The authors explore recent results and analyse various risk theoretic quantities associated with the event of ruin, including the time of ruin and the deficit of ruin. Particular attention is given to the explicit identification of defective renewal equation components, which are needed to analyse various risk theoretic quantities and are also relevant in other subject areas of applied probability such as dams and storage processes, as well as queuing theory. Aimed at researchers interested in risk/ruin theory and related areas, this work will also appeal to graduate students in classical and modern risk theory and Gerber-Shiu analysis.

ISBN: 9783319713625

Standard No.: 10.1007/978-3-319-71362-5doiSubjects--Topical Terms:

646782
Risk (Insurance)
--Mathematical models.

LC Class. No.: HG8054.5

Dewey Class. No.: 368.01

Surplus analysis of Sparre Andersen insurance risk processes
LDR:02241nmm a2200325 a 4500 001 2112855
003 DE-He213
005 20171221145517.0
006 m d
007 cr nn 008maaau
008 180719s2017 gw s 0 eng d
020 $a 9783319713625 $q (electronic bk.)
020 $a 9783319713618 $q (paper)
024 7 $a 10.1007/978-3-319-71362-5 $2 doi
035 $a 978-3-319-71362-5
040 $a GP $c GP
041 0 $a eng
050 4 $a HG8054.5
072 7 $a KFFN $2 bicssc
072 7 $a BUS033000 $2 bisacsh
082 0 4 $a 368.01 $2 23
090 $a HG8054.5 $b .W738 2017
100 1 $a Willmot, Gordon E. $3 2952453
245 1 0 $a Surplus analysis of Sparre Andersen insurance risk processes $h [electronic resource] / $c by Gordon E. Willmot, Jae-Kyung Woo.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2017.
300 $a viii, 225 p. : $b ill., digital ; $c 24 cm.
490 1 $a Springer actuarial
505 0 $a 1 Introduction -- 2 Technical Preparation -- 3 Gerber-Shiu Analysis in the Classical Poisson Risk Model -- 4 Gerber-Shiu Analysis in the Dependent Sparre Andersen Model -- 5 Models Involving Erlang Components -- 6 The Time of Ruin in the Classical Poisson Risk Model -- 7 Related Risk Models -- 8 Other Topics -- References -- Index.
520 $a This carefully written monograph covers the Sparre Andersen process in an actuarial context using the renewal process as the model for claim counts. A unified reference on Sparre Andersen (renewal risk) processes is included, often missing from existing literature. The authors explore recent results and analyse various risk theoretic quantities associated with the event of ruin, including the time of ruin and the deficit of ruin. Particular attention is given to the explicit identification of defective renewal equation components, which are needed to analyse various risk theoretic quantities and are also relevant in other subject areas of applied probability such as dams and storage processes, as well as queuing theory. Aimed at researchers interested in risk/ruin theory and related areas, this work will also appeal to graduate students in classical and modern risk theory and Gerber-Shiu analysis.
650 0 $a Risk (Insurance) $x Mathematical models. $3 646782
650 0 $a Insurance $x Mathematics $x Mathematical models. $3 3270919
650 0 $a Actuaries $v Examinations, questions, etc. $3 3270920
650 1 4 $a Mathematics. $3 515831
650 2 4 $a Actuarial Sciences. $3 1619946
650 2 4 $a Statistical Theory and Methods. $3 891074
700 1 $a Woo, Jae-Kyung. $3 3270917
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer eBooks
830 0 $a Springer actuarial. $3 3270918
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-71362-5
950 $a Mathematics and Statistics (Springer-11649)