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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...
| Cote: | Libro Electrónico |
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| Auteur principal: | |
| Collectivité auteur: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2009.
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| Édition: | 2nd ed. 2009. |
| Collection: | Universitext,
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| Sujets: | |
| Accès en ligne: | Texto Completo |
Table des matières:
- 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.