rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Non-Life Insurance Mathematics
    sub title: An Introduction with the Poisson Process
  name:
    name part: Mikosch, Thomas.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2009
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XV, 432 p. 55 illus. online resource.
  abstract: 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.
  table of contents: 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.
  note: by Thomas Mikosch.
  subject:
    topic: Mathematics
  subject:
    topic: Economics, Mathematical
  subject:
    topic: Mathematics
  subject:
    topic: Quantitative Finance
  classification: HB135-147
  classification: 519
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Universitext
  identifier: 9783540882336
  identifier: http://dx.doi.org/10.1007/978-3-540-88233-6
  record info:
    record creation date: 100301
    record change date: 20151204142456.0
    record identifier: 978-3-540-88233-6