Lectures on insurance models

著者

    • Ramasubramanian, S.

書誌事項

Lectures on insurance models

S. Ramasubramanian

(Texts and readings in mathematics, 54)

Hindustan Book Agency, c2009

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内容説明・目次

内容説明

Insurance has become a necessary aspect of modern society. The mathematical basis of insurance modeling is best expressed in terms of continuous time stochastic processes. This introductory text on actuarial risk theory deals with the Cramer-Lundberg model and the renewal risk model. Their basic structure and properties, including the renewal theorems as well as the corresponding ruin problems, are studied. There is a detailed discussion of heavy tailed distributions, which have become increasingly relevant. The Lundberg risk process with investment in risky asset is also considered. This book will be useful to practitioners in the field and to graduate students interested in this important branch of applied probability.

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詳細情報

  • NII書誌ID(NCID)
    BA89853925
  • ISBN
    • 9788185931937
  • 出版国コード
    ii
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    New Delhi
  • ページ数/冊数
    vi, 202 p.
  • 大きさ
    25 cm
  • 親書誌ID
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