About this book series
This is a series on actuarial topics in a broad and interdisciplinary sense, aimed at students, academics and practitioners in the fields of insurance and finance.
Springer Actuarial informs timely on theoretical and practical aspects of topics like risk management, internal models, solvency, asset-liability management, market-consistent valuation, the actuarial control cycle, insurance and financial mathematics, and other related interdisciplinary areas.
The series aims to serve as a primary scientific reference for education, research, development and model validation.
The type of material considered for publication includes lecture notes, monographs and textbooks. All submissions will be peer-reviewed.
- This book series contains subseries
- View subseries
- Electronic ISSN
- 2523-3270
- Print ISSN
- 2523-3262
- Editor-in-Chief
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- Hansjoerg Albrecher,
- Michael Sherris
- Series Editor
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- Daniel Bauer,
- Stéphane Loisel,
- Alexander J. McNeil,
- Antoon Pelsser,
- Gordon Willmot,
- Hailiang Yang
Book titles in this series
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The Cramér–Lundberg Model and Its Variants
A Queueing Perspective
This title belongs to the subseries: Springer Actuarial Textbooks
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Abstracted and indexed in
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- zbMATH