The Cramér-Lundberg Model and Its Variants: A Queueing Perspective
by Mandjes, Michel
- New
A$195.79
A$5.78
Delivery within USA
Standard delivery: 2 to 14 days
More delivery options
Standard delivery: 2 to 14 days
Ships from GreatBookPrices (Maryland, United States)
Details
- Title The Cramér-Lundberg Model and Its Variants: A Queueing Perspective
- Author Mandjes, Michel
- Condition New
- Features Illustrated
- Bookseller's Inventory # 46830265-n
- ISBN 9783031391040
- Quantity available 5
About GreatBookPrices Maryland, United States
Biblio member since 2024
Since 1991, we have worked every day to serve our customers with state-of-the-art technology and world class service. We are dedicated to providing customers around the world with the widest selection of books, DVDs, and CDs at the absolute lowest price.
Reader reviews for The Cramér-Lundberg Model and Its Variants: A Queueing Perspective
Write a review for this book
Important Terms and Guidelines
- Please focus on the book’s content and context. Also, add any personal comments as to how you enjoyed the book. Substantiate your likes and dislikes. You may make comparisons to other books.
- Reviews must be at least 140 characters in length.
- Please do not reveal critical plot elements.
- This is not a help line. Contact customer support if you need help.
Your review must not include:
- Obscenities, discriminatory language, or other insulting language not suitable for public domain
- Advertisements, “spam” content, or references to other products, offers or websites.
- Email addresses, URLs, phone numbers, physical addresses or other contact information.
- Overly critical comments about other reviews or reviewers
- Time-sensitive material (i.e. promotional tours, seminars, lectures, etc.)
- Availability, price, or alternative ordering/shipping information
From the rear cover
This book offers a comprehensive examination of the Cramr-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 Cramr-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 Cramr-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.