All ebooks by Jae-Kyung Woo in PDF
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All ebooks by Jae-Kyung Woo in PDF


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Download this eBook Surplus Analysis of Sparre Andersen Insurance Risk Processes
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Surplus Analysis of Sparre Andersen Insurance Risk Processes


Gordon E. Willmot , Jae-Kyung Woo


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...

Publication date: 2017-12-21
Format: PDF
Publisher: Springer
Collection: Springer Actuarial
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£61,99

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