An edition of Non-life insurance mathematics (2004)

Non-life insurance mathematics

an introduction with stochastic processes

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Last edited by MARC Bot
September 28, 2024 | History
An edition of Non-life insurance mathematics (2004)

Non-life insurance mathematics

an introduction with stochastic processes

This 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. Throughout the book the language of stochastic processes is used for describing the dynamics of an insurance portfolio in claim size space and time. In addition to the standard actuarial notions, the reader learns about the basic models of modern non-life insurance mathematics: the Poisson, compound Poisson and renewal processes in collective risk theory and heterogeneity and Bühlmann models in experience rating. 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. What makes this book special are more than 100 figures and tables illustrating and visualizing the theory. Every section ends with extensive exercises. They are an integral part of this course since they support the access to the theory. The book can serve either as a text for an undergraduate/graduate course on non-life insurance mathematics or applied stochastic processes. Its content is in agreement with the European "Groupe Consultatif" standards. An extensive bibliography, annotated by various comments sections with references to more advanced relevant literature, make the book broadly and easiliy accessible.

Publish Date
Publisher
Springer-Verlag
Language
English
Pages
235

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Previews available in: English

Edition Availability
Cover of: Non-Life Insurance Mathematics
Non-Life Insurance Mathematics: An Introduction with the Poisson Process
2009, Springer London, Limited
in English
Cover of: Non-Life Insurance Mathematics
Non-Life Insurance Mathematics: An Introduction with Stochastic Processes (Universitext)
June 1, 2006, Springer
Paperback in English - corr. 2nd printing edition
Cover of: Non-Life Insurance Mathematics
Non-Life Insurance Mathematics: An Introduction with Stochastic Processes
2006, Springer Berlin / Heidelberg
in English
Cover of: Non-life insurance mathematics
Non-life insurance mathematics: an introduction with stochastic processes
2004, Springer-Verlag
in English

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Book Details


Edition Notes

Includes bibliographical references (p. [217]-221) and index.

Published in
Berlin, New York
Series
Universitext

Classifications

Library of Congress
HG8781 .M55 2004, HG8781 .M55 2004, HB135-147

The Physical Object

Pagination
xi, 235 p. :
Number of pages
235

ID Numbers

Open Library
OL18210847M
Internet Archive
nonlifeinsurance00miko_223
ISBN 10
3540406506
LCCN
2003061679
OCLC/WorldCat
52879310
Library Thing
1675233
Goodreads
2824729

First Sentence

"In 1903 the Swedish actuary Filip Lundberg [55] laid the foundations of modern risk theory."

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History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
September 28, 2024 Edited by MARC Bot import existing book
January 8, 2023 Edited by MARC Bot import existing book
December 5, 2022 Edited by ImportBot import existing book
August 13, 2022 Edited by ImportBot import existing book
October 11, 2008 Created by ImportBot Imported from Oregon Libraries MARC record