E-Books →The Cramér–Lundberg Model and Its Variants A Queueing Perspective

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 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.