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The Cramer-Lundberg Model and Its Variants: A Queueing Perspective.
・ISBN 978-3-031-39107-1 paper EUR 54.99
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お気に入り
★★★
| 著者・編者 | Mandjes, Michel / Boxma, Onno, |
|---|---|
| シリーズ | (Springer Actuarial) |
| 出版社 | (Springer International Publishing AG, SZ) |
| 出版年月 | 2024 |
| ページ数 | 246 pp. |
| 言語 | ENG |
| ニュース番号 | ＜A03-88925＞ |
解説
This book offers a comprehensive examination of the Cramer-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 Cramer-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.
Providing a systematic and self-contained approach to evaluate the crucial quantities found in the Cramer-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.