书目名称 | Non-Life Insurance Mathematics |
副标题 | An Introduction with |
编辑 | Thomas Mikosch |
视频video | |
概述 | Rigorous mathematical introduction and as such quite a unique textbook which can be used not only by a specialised audience.More than 100 figures and tables illustrating and visualizing the theory.Eve |
丛书名称 | Universitext |
图书封面 |  |
描述 | The second edition of this book contains both basic and more advanced - terial on non-life insurance mathematics. Parts I and II of the book cover the basic course of the 1rst edition; this text has changed very little. It aims at the undergraduate (bachelor) actuarial student as a 1rst introduction to the topics of non-life insurance mathematics. Parts III and IV are new. They can serve as an independent course on stochastic models of non-life insurance mathematics at the graduate (master) level. The basic themes in all parts of this book are point process theory, the Poisson and compound Poisson processes. Point processes constitute an - portant part of modern stochastic process theory. They are well understood models and have applications in a wide range of applied probability areas such as stochastic geometry, extreme value theory, queuing and large computer networks, insurance and finance. The main idea behind a point process is counting. Counting is bread and butter in non-life insurance: the modeling of claim numbers is one of the - jor tasks of the actuary. Part I of this book extensively deals with counting processes on the real line, such as the Poisson, renewal and mixed |
出版日期 | Textbook 2009Latest edition |
关键词 | Poisson random measure; Stochastic Processes; insurance risk; non-life insurance mathematics; point proc |
版次 | 2 |
doi | https://doi.org/10.1007/978-3-540-88233-6 |
isbn_softcover | 978-3-540-88232-9 |
isbn_ebook | 978-3-540-88233-6Series ISSN 0172-5939 Series E-ISSN 2191-6675 |
issn_series | 0172-5939 |
copyright | Springer-Verlag Berlin Heidelberg 2009 |