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Lectures on Insurance Models

  • S.┬áRamasubramanian

Part of the Texts and Readings in Mathematics book series

Table of contents

  1. Front Matter
    Pages i-vii
  2. S. Ramasubramanian
    Pages 1-5
  3. S. Ramasubramanian
    Pages 6-28
  4. S. Ramasubramanian
    Pages 29-68
  5. S. Ramasubramanian
    Pages 69-106
  6. S. Ramasubramanian
    Pages 107-129
  7. S. Ramasubramanian
    Pages 130-172
  8. Back Matter
    Pages 173-204

About this book

Introduction

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.

Authors and affiliations

  • S.┬áRamasubramanian
    • 1
  1. 1.Indian Statistical InstituteBangaloreIndia

Bibliographic information

  • DOI https://doi.org/10.1007/978-93-86279-44-6
  • Copyright Information Hindustan Book Agency (India) 2009
  • Publisher Name Hindustan Book Agency, Gurgaon
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-81-85931-93-7
  • Online ISBN 978-93-86279-44-6
  • Series Print ISSN 2366-8717
  • Series Online ISSN 2366-8725
  • Buy this book on publisher's site
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