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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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Mikosch, Thomas (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2009.
Edition:2nd ed. 2009.
Series:Universitext,
Subjects:
Social sciences-Mathematics.
Mathematics in Business, Economics and Finance.
Online Access:Texto Completo
Table of Contents:
  • 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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