The Cramér–Lundberg Model and Its Variants: A Queueing Perspective by Michel Mandjes , Onno Boxma
English | PDF EPUB (True) | 2023 | 252 Pages | ISBN : 3031391047 | 23.4 MB
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.