LIBERO WebOPAC Catalogue Display (W561)

Catalogue Information
Field name	Details
Dewey Class	368.01
Title	The Cramér–Lundberg Model and Its Variants (EBook :) : A Queueing Perspective / / by Michel Mandjes, Onno Boxma.
Author	Mandjes, Michel
Added Personal Name	Boxma, Onno
Other name(s)	SpringerLink (Online service)
Edition statement	1st ed. 2023.
Publication	Cham : : Springer Nature Switzerland : : Imprint: Springer, , 2023.
Physical Details	XI, 246 p. 31 illus. : online resource.
Series	Springer Actuarial Textbooks 2523-3319
ISBN	9783031391057
Summary Note	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.:
Mode of acces to digital resource	Digital reproduction.-
	Cham :
	Springer International Publishing,
	2023. -
	Mode of access: World Wide Web. System requirements: Internet Explorer 6.0 (or higher) or Firefox 2.0 (or higher). Available as searchable text in PDF format.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site	https://doi.org/10.1007/978-3-031-39105-7
Links to Related Works	Subject References: Actuarial Mathematics . Actuarial science . Probabilities . Probability Theory . Stochastic Processes . Authors: author . Boxma, Onno . Mandjes, Michel . Corporate Authors: SpringerLink (Online service) . Series: Springer Actuarial Textbooks . Classification: 368.01 .

Catalogue Display

The Cramér–Lundberg Model and Its Variants: A Queueing Perspective /

Reviews