Non-Life Insurance Mathematics
An Introduction with Stochastic Processes
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Beschreibung
"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....The reader gets to know how the underlying probabilistic structures allow one to determine premiums in a portfolio or in an individual policy." --Zentralblatt für Didaktik der Mathematik
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
Every section ends with extensive exercises
Book's 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
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. What makes this book special are more than 100 figures and tables illustrating and visualizing the theory. Every section ends with extensive exercises. The book can serve either as a text for an undergraduate/graduate course on non-life insurance mathematics or applied stochastic processes.
Autor*in
Thomas Mikosch
Themen in »Non-Life Insurance Mathematics«
MSC (2000): 91B30, 60G35, 60K10 Mathematica Non-life insurance mathematics YellowSale2006 applied stoachastic process experience rating mathematics risk theory ruin theory stochastic processes
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From the reviews:
"The 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. … 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." (Zentralblatt für Didaktik der Mathematik, November, 2004)
"The author’s aim to bring some of the standard stochastic models of non-life insurance mathematics to the attention of a wide audience … can definitely be reached by this textbook. It is well-written … . Many figures and tables in this book help in illustrating and visualizing the developed theory. Moreover, every section ends with an extensive collection of exercises … and should help the reader in accessing the theory." (Josef Steinebach, Zentralblatt MATH, Vol. 1033 (8), 2004)
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