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Surplus Analysis of Sparre Andersen Insurance Risk Processes
Language: en
Pages: 228
Authors: Gordon E. Willmot
Categories: Business & Economics
Type: BOOK - Published: 2017-12-21 - Publisher: Springer

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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 r
Analysis of a Threshold Strategy in a Discrete-time Sparre Andersen Model
Language: en
Pages: 74
Authors: Ana Maria Mera
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Type: BOOK - Published: 2007 - Publisher:

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In this thesis, it is shown that the application of a threshold on the surplus level of a particular discrete-time delayed Sparre Andersen insurance risk model
Adaptive Policies and Drawdown Problems in Insurance Risk Models
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Pages: 142
Authors: Shu Li
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Type: BOOK - Published: 2015 - Publisher:

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Ruin theory studies an insurer's solvency risk, and to quantify such a risk, a stochastic process is used to model the insurer's surplus process. In fact, resea
Risk Measures and Insurance Solvency Benchmarks
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Authors: Vsevolod K. Malinovskii
Categories: Mathematics
Type: BOOK - Published: 2021-07-22 - Publisher: CRC Press

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Risk Measures and Insurance Solvency Benchmarks: Fixed-Probability Levels in Renewal Risk Models is written for academics and practitioners who are concerned ab
On the Joint Distribution of Surplus Prior and After Ruin
Language: en
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Authors:
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Type: BOOK - Published: 2005 - Publisher:

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(Uncorrected OCR) Abstract of thesis entitled On the Joint Distribution of Surplus Prior and After Ruin Submitted by Ng Cheuk Yin Andrew for the degree of Maste