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Lectures on Insurance Models
 
S. Ramasubramanian Indian Statistical Institute, Bangalore, India
A publication of Hindustan Book Agency
Front Cover for Lectures on Insurance Models
Available Formats:
Hardcover ISBN: 978-81-85931-93-7
Product Code: HIN/41
List Price: $48.00
AMS Member Price: $38.40
Please note AMS points can not be used for this product
Front Cover for Lectures on Insurance Models
Click above image for expanded view
Lectures on Insurance Models
S. Ramasubramanian Indian Statistical Institute, Bangalore, India
A publication of Hindustan Book Agency
Available Formats:
Hardcover ISBN:  978-81-85931-93-7
Product Code:  HIN/41
List Price: $48.00
AMS Member Price: $38.40
Please note AMS points can not be used for this product
  • Book Details
     
     
    Hindustan Book Agency
    Volume: 412009; 206 pp
    MSC: Primary 91; Secondary 60; 62;

    Insurance has become a necessary aspect of modern society. The mathematical basis of insurance modelling 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.

    Readership

    Graduate students and research mathematicians interested in applied probability.

  • Request Review Copy
Volume: 412009; 206 pp
MSC: Primary 91; Secondary 60; 62;

Insurance has become a necessary aspect of modern society. The mathematical basis of insurance modelling 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.

Readership

Graduate students and research mathematicians interested in applied probability.

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