The Cramér-Lundberg Model and Its Variants : A Queueing Perspective
Language: English
Published by Springer, 2023
- Hardcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 101.79
Quantity: 1 available
Add to basketItem description from seller
Druck auf Anfrage Neuware - Printed after ordering - This book offers a comprehensive examination of the Cramér-Lundberg model, which is the most extensively researched model in ruin theory. It covers the fundamental dynamics of an insurance company's surplus level in great detail, presenting a thorough analysis of the ruin probability and related measures for both the standard model and its variants.Providing a systematic and self-contained approach to evaluate the crucial quantities found in the Cramér-Lundberg model, the book makes use of connections with related queueing models when appropriate, and its emphasis on clean transform-based techniques sets it apart from other works. In addition to consolidating a wealth of existing results, the book also derives several new outcomes using the same methodology.This material is complemented by a thoughtfully chosen collection of exercises. The book's primary target audience is master's and starting PhD students in applied mathematics, operations research, and actuarial science, although it also serves as a useful methodological resource for more advanced researchers. The material is self-contained, requiring only a basic grounding in probability theory and some knowledge of transform techniques. …
Seller Inventory # 9783031391040
- Title
- The Cramér-Lundberg Model and Its Variants : A Queueing Perspective
- Author
- Onno Boxma
- Publisher
- Springer
- Publication year
- 2023
- Condition
- Neu
- Binding
- Buch
- Language
- English
- ISBN 10
- 3031391047
- ISBN 13
- 9783031391040
- Item weight
- 559 grams
- Dimensions
- 241x160x20 mm
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About the Author
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