Non-Life Insurance Mathematics | Taschenbuch

Cover: 9783540882329 | Non-Life Insurance Mathematics | Thomas Mikosch | Taschenbuch | xv

Rückseite: 9783540882329 | Non-Life Insurance Mathematics | Thomas Mikosch | Taschenbuch | xv

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Sprache: Englisch

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Beschreibung

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. What makes this book special are more than 100 figures and tables illustrating and visualizing the theory. Every section ends with extensive exercises. The book can serve either as a text for an undergraduate/graduate course on non-life insurance mathematics or applied stochastic processes.

Über den Autor

Thomas Mikosch has been professor at the Laboratory of Actuarial Mathematics of the University of Copenhagen since January 2001. Before this, he held positions in Dresden (Germany), Wellington (New Zealand) and Groningen (Netherlands). His special interests are applied probability theory and stochastic processes. Over the last few years his research has focused on extremal events in finance, insurance and telecommunications. His earlier very successful book, written jointly with Paul Embrechts and Claudia Klüppelberg, Modelling Extremal Events for Finance and Insurance (1997), is also published by Springer.

Zusammenfassung

A mathematicalintroduction 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. What makes this book special are more than 100 figures and tables illustrating and visualizing the theory. Every section ends with extensive exercises. The book can serve either as a text for an undergraduate/graduate course on non-life insurance mathematics or applied stochastic processes.

Inhaltsverzeichnis

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.

Details

Erscheinungsjahr:	2009
Fachbereich:	Wirtschaftsratgeber
Genre:	Recht , Sozialwissenschaften , Wirtschaft
Rubrik:	Recht & Wirtschaft
Medium:	Taschenbuch
Reihe:	Universitext
Inhalt:	xv 432 S. 55 s/w Illustr. 432 p. 55 illus.
ISBN-13:	9783540882329
ISBN-10:	3540882324
Sprache:	Englisch
Herstellernummer:	12524501
Einband:	Kartoniert / Broschiert
Autor:	Mikosch, Thomas
Auflage:	2nd edition 2009
Hersteller:	Springer Springer-Verlag GmbH Universitext
Verantwortliche Person für die EU:	Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße:	235 x 155 x 25 mm
Von/Mit:	Thomas Mikosch
Erscheinungsdatum:	25.03.2009
Gewicht:	0,674 kg