| 书目名称 | The Cramér–Lundberg Model and Its Variants |
| 副标题 | A Queueing Perspecti |
| 编辑 | Michel Mandjes,Onno Boxma |
| 视频video | |
| 概述 | Provides unified framework which systematically exploits the relation to queueing theory.Emphasizes various variants of the classical Cramér–Lundberg setup with applications to insurance risk.Includes |
| 丛书名称 | Springer Actuarial |
| 图书封面 |  |
| 描述 | 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 |
| 出版日期 | Textbook 2023 |
| 关键词 | Ruin Theory; Cramer-Lundberg Model; Queueing Theory; Insurance Risk; Levy Processes; Probability Theory |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-031-39105-7 |
| isbn_softcover | 978-3-031-39107-1 |
| isbn_ebook | 978-3-031-39105-7Series ISSN 2523-3262 Series E-ISSN 2523-3270 |
| issn_series | 2523-3262 |
| copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
发表于 2025-3-21 19:02:52
