Bøger af Gordon E. Willmot

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.

These notes represent our summary of much of the recent research that has been done in recent years on approximations and bounds that have been developed for compound distributions and related quantities which are of interest in insurance and other areas of application in applied probability.