The Cramér-Lundberg Model and Its Variants
Michel MandjesOnno Boxma
Broschiertes Buch

The Cramér-Lundberg Model and Its Variants

A Queueing Perspective

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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 te...