Non-Life Insurance Mathematics An Introduction with the Poisson Process /

• Main Author: Mikosch, Thomas (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009.
• Series: Universitext
• Subjects: Mathematics.; Economics, Mathematical.; Quantitative Finance.

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...

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.