The Cramér–Lundberg Model and Its Variants
A Queueing Perspective
Springer
ISBN 978-3-031-39104-0
Standardpreis
Bibliografische Daten
Fachbuch
Buch. Hardcover
2023
31 s/w-Abbildungen.
In englischer Sprache
Umfang: xi, 246 S.
Format (B x L): 15,5 x 23,5 cm
Gewicht: 559
Verlag: Springer
ISBN: 978-3-031-39104-0
Produktbeschreibung
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.
Autorinnen und Autoren
Kundeninformationen
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 carefully selected exercises to master the material
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