摊位 发表于 2025-3-26 21:32:42

Ruin Problems, the health of the company. So problems centering around ruin probability have a prominent place in mathematical analysis of insurance models. We shall first consider some general results in the Sparre Andersen model; later we shall specialise to the case of the Cramér-Lundberg model.

MEET 发表于 2025-3-27 01:52:34

Lundberg risk process with investment, a study of stock price fluctuations. (It is interesting to note that Bachelier’s pioneering work predated the famous work of Einstein on Brownian motion by five years!) Though risk models perturbed by Brownian motion/Levy process and diffusion approximation of risk processes have been studied since

myopia 发表于 2025-3-27 07:26:16

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绝缘 发表于 2025-3-27 09:36:16

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冒烟 发表于 2025-3-27 14:10:34

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芦笋 发表于 2025-3-27 17:47:55

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查看完整版本: Titlebook: Lectures on Insurance Models; S. Ramasubramanian Book 2009 Hindustan Book Agency (India) 2009