Non-Life Insurance Mathematics

Name: Non-Life Insurance Mathematics
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783540882329
Price: 30731 HUF
Availability: InStock

An Introduction with the Poisson Process

Szerző: Thomas Mikosch

Nyelv:

Kötés: Puha kötésű

Kiadó: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Elérhetőség: Beszállítói készleten

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The volume offers a mathematical introduction to non-life insurance and, at the same time, to a mult...

Információk a könyvről

Szerző

Thomas Mikosch

Nyelv

Angol

Kötés

Könyv - Puha kötésű

Kiadva

2009

oldal

432

EAN

9783540882329

ISBN

3540882324

Enbook ID

01570777

Kiadó

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Súly

684

Méretek

158 x 232 x 23

Teljes leírás

The volume offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic processes. It includes detailed discussions of the fundamental models regarding claim sizes, claim arrivals, the total claim amount, and their probabilistic properties. Throughout the volume the language of stochastic processes is used for describing the dynamics of an insurance portfolio in claim size, space and time. Special emphasis is given to the phenomena which are caused by large claims in these models. The reader learns how the underlying probabilistic structures allow determining premiums in a portfolio or in an individual policy. §The second edition contains various new chapters that illustrate the use of point process techniques in non-life insurance mathematics. Poisson processes play a central role. Detailed discussions show how Poisson processes can be used to describe complex aspects in an insurance business such as delays in reporting, the settlement of claims and claims reserving. Also the chain ladder method is explained in detail.§More than 150 figures and tables illustrate and visualize the theory. Every section ends with numerous exercises. An extensive bibliography, annotated with various comments sections with references to more advanced relevant literature, makes the volume broadly and easily accessible.

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Non-Life Insurance Mathematics

An Introduction with the Poisson Process

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