Mikosch Non-Life Insurance Mathematics
Erscheinungsjahr 2006
ISBN: 978-3-540-44889-1
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
An Introduction with Stochastic Processes
E-Book, Englisch, 248 Seiten, Web PDF
Reihe: Mathematics and Statistics
ISBN: 978-3-540-44889-1
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
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. What makes this book special are more than 100 figures and tables illustrating and visualizing the theory. Every section ends with extensive exercises. The book can serve either as a text for an undergraduate/graduate course on non-life insurance mathematics or applied stochastic processes.
Zielgruppe
Graduate
Autoren/Hrsg.
Weitere Infos & Material
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.
