Non-life insurance mathematics : an introduction with the Poisson process
Author(s)
Bibliographic Information
Non-life insurance mathematics : an introduction with the Poisson process
（Universitext）
Springer, c2009
2nd ed
Available at / 29 libraries
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Library, Research Institute for Mathematical Sciences, Kyoto University数研
MIK||9||2(2)200021321563
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Note
Includes bibliographical references (p. [405]-412) and index
Description and Table of Contents
Description
"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 fur Didaktik der Mathematik
Table of Contents
- 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.
by "Nielsen BookData"