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Viser: Non-Life Insurance Mathematics - An Introduction with the Poisson Process

Non-Life Insurance Mathematics, 2. udgave
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Non-Life Insurance Mathematics Vital Source e-bog

Thomas Mikosch
(2009)
Springer Nature
770,00 kr.
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Non-Life Insurance Mathematics - An Introduction with the Poisson Process, 2. udgave

Non-Life Insurance Mathematics

An Introduction with the Poisson Process
Thomas Mikosch
(2009)
Sprog: Engelsk
Springer Berlin / Heidelberg
840,00 kr.
Print on demand. Leveringstid vil være ca 2-3 uger.

Detaljer om varen

  • 2. Udgave
  • Vital Source searchable e-book (Fixed pages)
  • Udgiver: Springer Nature (April 2009)
  • ISBN: 9783540882336
The second edition of this book contains both basic and more advanced - terial on non-life insurance mathematics. Parts I and II of the book cover the basic course of the ?rst edition; this text has changed very little. It aims at the undergraduate (bachelor) actuarial student as a ?rst introduction to the topics of non-life insurance mathematics. Parts III and IV are new. They can serve as an independent course on stochastic models of non-life insurance mathematics at the graduate (master) level. The basic themes in all parts of this book are point process theory, the Poisson and compound Poisson processes. Point processes constitute an - portant part of modern stochastic process theory. They are well understood models and have applications in a wide range of applied probability areas such as stochastic geometry, extreme value theory, queuing and large c- puter networks, insurance and ?nance. The main idea behind a point process is counting. Counting is bread and butter in non-life insurance: the modeling of claim numbers is one of the - jor tasks of the actuary. Part I of this book extensively deals with counting processes on the real line, such as the Poisson, renewal and mixed Poisson processes. These processes can be studied in the point process framework as well, but such an approach requires more advanced theoretical tools.
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Detaljer om varen

  • 2. Udgave
  • Paperback: 462 sider
  • Udgiver: Springer Berlin / Heidelberg (Marts 2009)
  • ISBN: 9783540882329

"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....The reader gets to know how the underlying probabilistic structures allow one to determine premiums in a portfolio or in an individual policy." --Zentralblatt für Didaktik der Mathematik

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 vy Processes. - Cluster Point Processes.

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