Non-life insurance mathematics : an introduction with stochastic processes
Resource Information
The work Non-life insurance mathematics : an introduction with stochastic processes represents a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool. This resource is a combination of several types including: Work, Language Material, Books.
The Resource
Non-life insurance mathematics : an introduction with stochastic processes
Resource Information
The work Non-life insurance mathematics : an introduction with stochastic processes represents a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool. This resource is a combination of several types including: Work, Language Material, Books.
- Label
- Non-life insurance mathematics : an introduction with stochastic processes
- Title remainder
- an introduction with stochastic processes
- Statement of responsibility
- Thomas Mikosch
- 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
- 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
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.liverpool.ac.uk/resource/fdb834U8sOY/" typeof="CreativeWork http://bibfra.me/vocab/lite/Work"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/resource/fdb834U8sOY/">Non-life insurance mathematics : an introduction with stochastic processes</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">Sydney Jones Library, University of Liverpool</a></span></span></span></span></div>