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[share_ebook] Non-Life Insurance Mathematics: An Introduction with Stochastic Processes


作者: Thomas Mikosch

ISBN: 3540406506

页数: 235

语言: English

出版社: Springer

标签: 数学



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图书介绍


  • Author: Thomas Mikosch
  • Publisher: Springer
  • ISBN: 3540406506
  • Pages: 235

Product Details

  • Paperback: 235 pages
  • Publisher: Springer (June 1, 2006)
  • Language: English
  • ISBN-10: 3540406506
  • ISBN-13: 978-3540406501

Product Description
This book offers 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. Throughout the book the language of stochastic processes is used for describing the dynamics of an insurance portfolio in claim size space and time. In addition to the standard actuarial notions, the reader learns about the basic models of modern non-life insurance mathematics: the Poisson, compound Poisson and renewal processes in collective risk theory and heterogeneity and Bühlmann models in experience rating. The reader gets to know how the underlying probabilistic structures allow one to determine premiums in a portfolio or in an individual policy. Special emphasis is given to the phenomena which are caused by large claims in these models.

What makes this book special are more than 100 figures and tables illustrating and visualizing the theory. Every section ends with extensive exercises. They are an integral part of this course since they support the access to the theory.

The book can serve either as a text for an undergraduate/graduate course on non-life insurance mathematics or applied stochastic processes. Its content is in agreement with the European "Group Consultatif" standards. An extensive bibliography, annotated by various comments sections with references to more advanced relevant literature, make the book broadly and easiliy accessible.


 

 

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