• Gordon E. Willmot
  • Jae-Kyung Woo
Part of the Springer Actuarial book series (SPACT)


The present monograph focuses on the quantitative analysis of Sparre Andersen and related processes. Our primary goal is to illustrate the use and application of various mathematical techniques. For this purpose, we consider a wide variety of models including the standard ones, but we have not attempted to provide a comprehensive coverage of the complete Sparre Andersen-based actuarial literature. The techniques presented here may typically be employed in other models of this nature, however.

Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  1. 1.Department of Statistics and Actuarial ScienceUniversity of WaterlooWaterlooCanada
  2. 2.School of Risk and Actuarial StudiesUniversity of New South WalesSydneyAustralia

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