Surplus analysis of Sparre Andersen insurance risk processes
From MaRDI portal
Publication:680027
DOI10.1007/978-3-319-71362-5zbMath1391.91006MaRDI QIDQ680027
Gordon E. Willmot, Jae-Kyung Woo
Publication date: 22 January 2018
Published in: Springer Actuarial (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-71362-5
insurance; renewal risk model; renewal equations; ruin probabilities; Poisson risk model; Gerber-Shiu analysis; Sparre-Andersen risk process; surplus analysis
91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
60K10: Applications of renewal theory (reliability, demand theory, etc.)
60K05: Renewal theory