The Cramér-Lundberg model and its variants : a queueing perspective / Michel Mandjes, Onno Boxma.

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 relat...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Authors:	Mandjes, Michel (Michael Robertus Hendrikus), 1970- (Author), Boxma, O. J., 1952- (Author)
Format:	Electronic eBook
Language:	English
Published:	Cham : Springer, [2023]
Series:	Springer actuarial. Springer actuarial textbooks.
Subjects:	Insurance > Mathematical models.