Check nearby libraries
Buy this book
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.
Check nearby libraries
Buy this book
Previews available in: English
Subjects
Stochastic processes, Mathematics, Insurance, Finance, Quantitative FinanceShowing 4 featured editions. View all 4 editions?
Edition | Availability |
---|---|
1
Non-Life Insurance Mathematics: An Introduction with the Poisson Process
2009, Springer London, Limited
in English
3540882332 9783540882336
|
zzzz
Libraries near you:
WorldCat
|
2
Non-Life Insurance Mathematics: An Introduction with Stochastic Processes (Universitext)
June 1, 2006, Springer
Paperback
in English
- corr. 2nd printing edition
3540406506 9783540406501
|
zzzz
Libraries near you:
WorldCat
|
3
Non-Life Insurance Mathematics: An Introduction with Stochastic Processes
2006, Springer Berlin / Heidelberg
in English
3540448896 9783540448891
|
zzzz
Libraries near you:
WorldCat
|
4
Non-life insurance mathematics: an introduction with stochastic processes
2004, Springer-Verlag
in English
3540406506 9783540406501
|
aaaa
Libraries near you:
WorldCat
|
Book Details
Edition Notes
Includes bibliographical references (p. [217]-221) and index.
Classifications
The Physical Object
ID Numbers
Source records
Oregon Libraries MARC recordLibrary of Congress MARC record
Internet Archive item record
Internet Archive item record
Internet Archive item record
Library of Congress MARC record
Internet Archive item record
Promise Item
marc_columbia MARC record
harvard_bibliographic_metadata record
First Sentence
"In 1903 the Swedish actuary Filip Lundberg [55] laid the foundations of modern risk theory."
Community Reviews (0)
Feedback?History
- Created October 11, 2008
- 13 revisions
Wikipedia citation
×CloseCopy and paste this code into your Wikipedia page. Need help?
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 |