The Cramér¿Lundberg Model and Its Variants

Anglický jazyk

The Cramér¿Lundberg Model and Its Variants

Vydavateľstvo: Springer Nature Switzerland
Rok vydania: 2024
Formát: Paperback
Rozmer: 235 x 155 mm
Jazyk: Anglický jazyk
ISBN: 9783031391071

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... Viac o knihe

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O knihe

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.