國立高雄大學圖資館 |

登入

回首頁 到查詢結果 [ subject:"Probability Theory." ]

The Cramér-Lundberg model and its variantsa queueing perspective /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	The Cramér-Lundberg model and its variantsby Michel Mandjes, Onno Boxma.
其他題名:	a queueing perspective /
作者:	Mandjes, Michel.
其他作者:	Boxma, O. J.
出版者:	Cham :Springer Nature Switzerland :2023.
面頁冊數:	xi, 246 p. :illustrations, digital ;24 cm.
Contained By:	Springer Nature eBook
標題:	InsuranceMathematical models.
電子資源:	https://doi.org/10.1007/978-3-031-39105-7
ISBN:	9783031391057$q(electronic bk.)

The Cramér-Lundberg model and its variantsa queueing perspective /
Mandjes, Michel.

The Cramér-Lundberg model and its variantsa queueing perspective /[electronic resource] :by Michel Mandjes, Onno Boxma. - Cham :Springer Nature Switzerland :2023. - xi, 246 p. :illustrations, digital ;24 cm. - Springer actuarial textbooks,2523-3319. - Springer actuarial textbooks..

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.

ISBN: 9783031391057$q(electronic bk.)

Standard No.: 10.1007/978-3-031-39105-7doiSubjects--Topical Terms:

183042
Insurance
--Mathematical models.

LC Class. No.: HG8781

Dewey Class. No.: 368.01

The Cramér-Lundberg model and its variantsa queueing perspective /
LDR:02264nmm a2200325 a 4500 001 654068
003 DE-He213
005 20231127142539.0
006 m d
007 cr nn 008maaau
008 240426s2023 sz s 0 eng d
020 $a 9783031391057$q(electronic bk.)
020 $a 9783031391040$q(paper)
024 7 $a 10.1007/978-3-031-39105-7 $2 doi
035 $a 978-3-031-39105-7
040 $a GP $c GP
041 0 $a eng
050 4 $a HG8781
072 7 $a KFFN $2 bicssc
072 7 $a MAT003000 $2 bisacsh
072 7 $a KFFN $2 thema
082 0 4 $a 368.01 $2 23
090 $a HG8781 $b .M272 2023
100 1 $a Mandjes, Michel. $3 729244
245 1 4 $a The Cramér-Lundberg model and its variants $h [electronic resource] : $b a queueing perspective / $c by Michel Mandjes, Onno Boxma.
260 $a Cham : $b Springer Nature Switzerland : $b Imprint: Springer, $c 2023.
300 $a xi, 246 p. : $b illustrations, digital ; $c 24 cm.
490 1 $a Springer actuarial textbooks, $x 2523-3319
520 $a 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.
650 0 $a Insurance $x Mathematical models. $3 183042
650 1 4 $a Actuarial Mathematics. $3 922586
650 2 4 $a Probability Theory. $3 913371
650 2 4 $a Stochastic Processes. $3 743764
700 1 $a Boxma, O. J. $3 964825
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer Nature eBook
830 0 $a Springer actuarial textbooks. $3 964826
856 4 0 $u https://doi.org/10.1007/978-3-031-39105-7
950 $a Mathematics and Statistics (SpringerNature-11649)