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The Cramér-Lundberg model and its v...

Mandjes, Michel.

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The Cramér-Lundberg model and its variants = a queueing perspective /

Record Type:	Electronic resources : Monograph/item
Title/Author:	The Cramér-Lundberg model and its variants/ by Michel Mandjes, Onno Boxma.
Reminder of title:	a queueing perspective /
Author:	Mandjes, Michel.
other author:	Boxma, O. J.
Published:	Cham :Springer Nature Switzerland : : 2023.,
Description:	xi, 246 p. :illustrations, digital ;24 cm.
Contained By:	Springer Nature eBook
Subject:	Insurance - Mathematical models. -
Online resource:	https://doi.org/10.1007/978-3-031-39105-7
ISBN:	9783031391057

The Cramér-Lundberg model and its variants = a queueing perspective /
Mandjes, Michel.

The Cramér-Lundberg model and its variantsa queueing perspective /[electronic resource] :by Michel Mandjes, Onno Boxma. - Cham :Springer Nature Switzerland :2023. - xi, 246 p. :illustrations, digital ;24 cm. - Springer actuarial textbooks,2523-3319. - Springer actuarial textbooks..

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.

ISBN: 9783031391057

Standard No.: 10.1007/978-3-031-39105-7doiSubjects--Topical Terms:

716532
Insurance
--Mathematical models.

LC Class. No.: HG8781

Dewey Class. No.: 368.01

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520 $a 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.
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