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The Cramér–Lundberg Model and Its Variants: A Queueing Perspective

Posted By: AvaxGenius
Date: 15 Feb 2024 07:57:02
The Cramér–Lundberg Model and Its Variants: A Queueing Perspective

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.
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The Fascination of Probability, Statistics and their Applications: In Honour of Ole E. Barndorff-Nielsen

Posted By: AvaxGenius
Date: 7 May 2020 18:36:11
The Fascination of Probability, Statistics and their Applications: In Honour of Ole E. Barndorff-Nielsen

The Fascination of Probability, Statistics and their Applications: In Honour of Ole E. Barndorff-Nielsen by Mark Podolskij
English | PDF | 2016 | 529 Pages | ISBN : 3319258249 | 8.43 MB

Collecting together twenty-three self-contained articles, this volume presents the current research of a number of renowned scientists in both probability theory and statistics as well as their various applications in economics, finance, the physics of wind-blown sand, queueing systems, risk assessment, turbulence and other areas.
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Tempered Stable Distributions: Stochastic Models for Multiscale Processes (Repost)

Posted By: AvaxGenius
Date: 9 Mar 2020 16:07:08
Tempered Stable Distributions: Stochastic Models for Multiscale Processes (Repost)

Tempered Stable Distributions: Stochastic Models for Multiscale Processes by Michael Grabchak
English | PDF | 2016 | 127 Pages | ISBN : 3319249258 | 1.34 MB

This brief is concerned with tempered stable distributions and their associated Levy processes. It is a good text for researchers interested in learning about tempered stable distributions.
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