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

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 relate...

Full description

Saved in:
Bibliographic Details
Main Authors: Mandjes, Michel (Author), Boxma, Onno (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Cham : Springer Nature Switzerland : Imprint: Springer, 2023.
Edition:1st ed. 2023.
Series:Springer Actuarial Textbooks,
Subjects:
Online Access:https://doi.org/10.1007/978-3-031-39105-7
Tags: Add Tag
No Tags, Be the first to tag this record!