Coverart for item
The Resource Non-life insurance mathematics : an introduction with stochastic processes, Thomas Mikosch

Non-life insurance mathematics : an introduction with stochastic processes, Thomas Mikosch

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
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 Buhlmann 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 Group Consultatif standards. An extensive bibliography, annotated by various comments sections with references to more advanced relevant literature, make the book broadly and easily accessible."--BOOK JACKET
Cataloging source
DLC
http://library.link/vocab/creatorName
Mikosch, Thomas
Illustrations
illustrations
Index
index present
LC call number
HG8781
LC item number
.M55 2004
Literary form
non fiction
Nature of contents
bibliography
Series statement
Universitext
http://library.link/vocab/subjectName
  • Insurance
  • Stochastic processes
Label
Non-life insurance mathematics : an introduction with stochastic processes, Thomas Mikosch
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. [217]-221) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Guidelines to the Reader.
  • p. 1
  • 1.
  • Basic Model.
  • p. 7
  • 2.
  • Models for the Claim Number Process.
  • p. 13
  • 3.
  • Total Claim Amount.
  • p. 77
  • 4.
  • Ruin Theory.
  • p. 155
  • 5.
  • Bayes Estimation.
  • p. 191
  • 6.
  • Linear Bayes Estimation.
  • p. 203
  • References.
  • p. 217
  • Index.
  • p. 223
  • List of Abbreviations and Symbols.
  • p. 233
Control code
l82003061679
Dimensions
24 cm.
Extent
xi, 235 p.
Isbn
9783540406501
Lccn
2003061679
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
ill.
Label
Non-life insurance mathematics : an introduction with stochastic processes, Thomas Mikosch
Publication
Bibliography note
Includes bibliographical references (p. [217]-221) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Guidelines to the Reader.
  • p. 1
  • 1.
  • Basic Model.
  • p. 7
  • 2.
  • Models for the Claim Number Process.
  • p. 13
  • 3.
  • Total Claim Amount.
  • p. 77
  • 4.
  • Ruin Theory.
  • p. 155
  • 5.
  • Bayes Estimation.
  • p. 191
  • 6.
  • Linear Bayes Estimation.
  • p. 203
  • References.
  • p. 217
  • Index.
  • p. 223
  • List of Abbreviations and Symbols.
  • p. 233
Control code
l82003061679
Dimensions
24 cm.
Extent
xi, 235 p.
Isbn
9783540406501
Lccn
2003061679
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
ill.

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