Non-Life Insurance Mathematics An Introduction with the Poisson Process /
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. Thr...
| Κύριος συγγραφέας: | |
|---|---|
| Συγγραφή απο Οργανισμό/Αρχή: | |
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2009.
|
| Σειρά: | Universitext
|
| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- 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.
