Non-Life Insurance Mathematics

Name: Non-Life Insurance Mathematics
Author: Thomas Mikosch

An Introduction with the Poisson Process

Paperback Engels 2009 2e druk 9783540882329

90,99

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Samenvatting

"Offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic processes. It gives detailed discussions of the fundamental models for claim sizes, claim arrivals, the total claim amount, and their probabilistic properties....The reader gets to know how the underlying probabilistic structures allow one to determine premiums in a portfolio or in an individual policy." --Zentralblatt für Didaktik der Mathematik

Specificaties

ISBN13:9783540882329

Taal:Engels

Bindwijze:paperback

Aantal pagina's:432

Uitgever:Springer Berlin Heidelberg

Druk:2

Hoofdrubriek:Financieel management, Financieel management

Serie:Universitext

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Inhoudsopgave

Collective Risk Models.- The Basic Model.- Models for the Claim Number Process.- The Total Claim Amount.- Ruin Theory.- Experience Rating.- Bayes Estimation.- Linear Bayes Estimation.- A Point Process Approach to Collective Risk Theory.- The General Poisson Process.- Poisson Random Measures in Collective Risk Theory.- Weak Convergence of Point Processes.- Special Topics.- An Excursion to L#x00E9;vy Processes.- Cluster Point Processes.