| Description |
1 online resource (xv, 432 pages) : illustrations |
| Series |
Universitext |
|
Universitext.
|
| Contents |
pt. 1. Collective risk models. The basic model -- Models for the claim number process -- The total claim amount -- Ruin theory -- pt. 2. Experience rating. Bayes estimation -- Linear Bayes estimation -- pt. 3. A point process approach to collective risk theory -- Poisson random measures in collective risk theory -- Weak convergence of point processes -- pt. 4. Special topics. An excursion to Lévy processes -- Cluster point processes |
| Summary |
The author provides a mathematical introducton to non-life insurance &, at the same time, to a multitude of applied stochastic processes. He gives detailed discussions of the fundamental models for claim sizes, claim arrivals, the total claim amount, & their probabilistic properties |
| Analysis |
Insurance Mathematics |
|
Poisson processes |
| Notes |
Previous edition: 2004, under title: Non-life insurance mathematics : an introduction with stochastic processes |
| Bibliography |
Includes bibliographical references and index |
| Notes |
English |
|
Print version record |
| Subject |
Insurance -- Mathematics.
|
|
Stochastic processes.
|
|
Poisson processes.
|
|
Stochastic Processes
|
|
Insurance -- Mathematics
|
|
Poisson processes
|
|
Stochastic processes
|
|
Stochastisches Modell
|
|
Versicherungsmathematik
|
|
Versicherungstechnik.
|
|
Stochastischer Prozess.
|
|
Theorie.
|
| Form |
Electronic book
|
| ISBN |
9783540882336 |
|
3540882332 |
|
9783540882329 |
|
3540882324 |
|
