Non-life insurance mathematics : an introduction with the Poisson process
著者
書誌事項
Non-life insurance mathematics : an introduction with the Poisson process
（Universitext）
Springer, c2009
2nd ed
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注記
Includes bibliographical references (p. [405]-412) and index
内容説明・目次
内容説明
"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
目次
- 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.
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