Non-Life Insurance Mathematics
Thomas. Mikosch
Bok Engelsk 2009 · Electronic books.
| Annen tittel | |
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| Utgitt | Berlin : Springer , c2009
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| Omfang | 1 online resource (444 p.)
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| Utgave | 2nd ed.
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| Opplysninger | Description based upon print version of record.. - CONTENTS; Part I Collective Risk Models; 1 The Basic Model; 2 Models for the Claim Number Process; 2.1 The Poisson Process; 2.2 The Renewal Process; 2.3 The Mixed Poisson Process; 3 The Total Claim Amount; 3.1 The Order of Magnitude of the Total Claim Amount; 3.2 Claim Size Distributions; 3.3 The Distribution of the Total Claim Amount; 3.4 Reinsurance Treaties; 4 Ruin Theory; 4.1 Risk Process, Ruin Probability and Net Profit Condition; 4.2 Bounds for the Ruin Probability; Part II Experience Rating; 5 Bayes Estimation; 5.1 The Heterogeneity Model. - 11.1 The General Cluster Process11.2 The Chain Ladder Method; 11.3 An Informal Discussion of a Cluster Model with PoissonArrivals; References; Index; List of Abbreviations and Symbols. - 5.2 Bayes Estimation in the Heterogeneity Model6 Linear Bayes Estimation; 6.1 An Excursion to Minimum Linear Risk Estimation; 6.2 The Bühlmann Model; 6.3 Linear Bayes Estimation in the Bühlmann Model; 6.4 The Bühlmann-Straub Model; Part III A Point Process Approach to Collective Risk Theory; 7 The General Poisson Process; 7.1 The Notion of a Point Process; 7.2 Poisson Random Measures; 7.3 Construction of New Poisson Random Measures from Given Poisson Random Measures; 8 Poisson Random Measures in Collective Risk Theory; 8.1 Decomposition of the Time-Claim Size Space. - 8.2 A General Model with Delay in Reporting and Settlement ofClaim Payments9 Weak Convergence of Point Processes; 9.1 Definition and Basic Examples; 9.2 Point Processes of Exceedances and Extremes; 9.3 Asymptotic Theory for the Reinsurance Treaties of ExtremeValueType; Part IV Special Topics; 10 An Excursion to Lévy Processes; 10.1 Definition and First Examples of LévyProcesses; 10.2 Some Basic Properties of Lévy Processes; 10.3 Infinite Divisibility: The Lévy-Khintchine Formula; 10.4 The Lévy-Itô Representation of a LévyProcess; 10.5 Some Special LévyProcesses; 11 Cluster Point Processes. - Offers a mathematical introduction to non-life insurance, and to a multitude of applied stochastic processes. This work includes detailed discussions of the fundamental models regarding claim sizes, claim arrivals, the total claim amount, and their probabilistic properties.
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| Emner | |
| Sjanger | |
| Dewey | 368.0151923 . - 510
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| ISBN | 9783540882329
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