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The Resource Non-Life Insurance Mathematics : An Introduction with Stochastic Processes, by Thomas Mikosch, (electronic book)

Non-Life Insurance Mathematics : An Introduction with Stochastic Processes, by Thomas Mikosch, (electronic book)

Label
Non-Life Insurance Mathematics : An Introduction with Stochastic Processes
Title
Non-Life Insurance Mathematics
Title remainder
An Introduction with Stochastic Processes
Statement of responsibility
by Thomas Mikosch
Creator
Subject
Language
eng
Summary
This book 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. Throughout the book the language of stochastic processes is used for describing the dynamics of an insurance portfolio in claim size space and time. In addition to the standard actuarial notions, the reader learns about the basic models of modern non-life insurance mathematics: the Poisson, compound Poisson and renewal processes in collective risk theory and heterogeneity and Bühlmann models in experience rating. The reader gets to know how the underlying probabilistic structures allow one to determine premiums in a portfolio or in an individual policy. Special emphasis is given to the phenomena which are caused by large claims in these models. What makes this book special are more than 100 figures and tables illustrating and visualizing the theory. Every section ends with extensive exercises. They are an integral part of this course since they support the access to the theory. The book can serve either as a text for an undergraduate/graduate course on non-life insurance mathematics or applied stochastic processes. Its content is in agreement with the European "Groupe Consultatif" standards. An extensive bibliography, annotated by various comments sections with references to more advanced relevant literature, make the book broadly and easiliy accessible
Cataloging source
UkLiU
http://library.link/vocab/creatorName
Mikosch, Thomas
LC call number
HB135-147
Nature of contents
dictionaries
http://library.link/vocab/subjectName
Finance
Label
Non-Life Insurance Mathematics : An Introduction with Stochastic Processes, by Thomas Mikosch, (electronic book)
Instantiates
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Form of item
electronic
Isbn
9783540448891
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Reproduction note
Electronic resource.
Specific material designation
remote
Label
Non-Life Insurance Mathematics : An Introduction with Stochastic Processes, by Thomas Mikosch, (electronic book)
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Form of item
electronic
Isbn
9783540448891
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Reproduction note
Electronic resource.
Specific material designation
remote

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