
Lectures on Insurance Models
S. Ramasubramanian(Author)
Hindustan Book Agency (Publisher)
Published on 30. April 2009
Book
Hardback
206 pages
978-81-85931-93-7 (ISBN)
Description
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.
More details
Series
Language
English
Place of publication
New Delhi
India
Target group
College/higher education
Dimensions
Height: 235 mm
Width: 155 mm
Weight
900 gr
ISBN-13
978-81-85931-93-7 (9788185931937)
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Schweitzer Classification
Other editions
Additional editions

S. Ramasubramanian
Lectures on Insurance Models
E-Book
04/2009
1st Edition
Hindustan Book Agency
€42.79
Available for download