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The Cramér–Lundberg Model and Its Variants : A Queueing Perspective / by Michel Mandjes, Onno Boxma
(Springer Actuarial Textbooks. ISSN:25233319)
版 | 1st ed. 2023. |
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出版者 | (Cham : Springer Nature Switzerland : Imprint: Springer) |
出版年 | 2023 |
本文言語 | 英語 |
大きさ | XI, 246 p. 31 illus : online resource |
著者標目 | *Mandjes, Michel author Boxma, Onno author SpringerLink (Online service) |
件 名 | LCSH:Actuarial science LCSH:Probabilities LCSH:Stochastic processes FREE:Actuarial Mathematics FREE:Probability Theory FREE:Stochastic Processes |
一般注記 | 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 HTTP:URL=https://doi.org/10.1007/978-3-031-39105-7 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9783031391057 |
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EB00224495 |
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データ種別 | 電子ブック |
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分 類 | LCC:HG8779-8793 DC23:368.01 |
書誌ID | 4001086255 |
ISBN | 9783031391057 |