Non-Life Insurance Mathematics An Introduction with the Poisson Process /

The volume offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic processes. It includes detailed discussions of the fundamental models regarding claim sizes, claim arrivals, the total claim amount, and their probabilistic properties. Thr...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Mikosch, Thomas (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2009.
Edición:2nd ed. 2009.
Colección:Universitext,
Temas:
Social sciences-Mathematics.
Mathematics in Business, Economics and Finance.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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