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. Through...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | German |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2004
|
| Schriftenreihe: | Universitext
|
| Schlagworte: | |
| Zusammenfassung: | "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 Buhlmann 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 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."--BOOK JACKET. |
| Beschreibung: | XI, 235 S. graph. Darst. |
| ISBN: | 3540406506 |
Internformat
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| 245 | 1 | 0 | |a Non-life insurance mathematics |b an introduction with stochastic processes |c Thomas Mikosch |
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| 300 | |a XI, 235 S. |b graph. Darst. | ||
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| 520 | 1 | |a "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 Buhlmann 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 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."--BOOK JACKET. | |
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| 650 | 4 | |a Processus stochastiques | |
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| 650 | 7 | |a Verzekeringswiskunde |2 gtt | |
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| 650 | 4 | |a Stochastic processes | |
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Datensatz im Suchindex
| _version_ | 1804130290261557248 |
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| any_adam_object | |
| author | Mikosch, Thomas 1955- |
| author_GND | (DE-588)141029412 |
| author_facet | Mikosch, Thomas 1955- |
| author_role | aut |
| author_sort | Mikosch, Thomas 1955- |
| author_variant | t m tm |
| building | Verbundindex |
| bvnumber | BV017491753 |
| callnumber-first | H - Social Science |
| callnumber-label | HG8781 |
| callnumber-raw | HG8781.M55 2004 |
| callnumber-search | HG8781.M55 2004 |
| callnumber-sort | HG 48781 M55 42004 |
| callnumber-subject | HG - Finance |
| classification_rvk | QQ 630 SK 980 |
| classification_tum | WIR 190f MAT 902f MAT 600f |
| ctrlnum | (OCoLC)52879310 (DE-599)BVBBV017491753 |
| dewey-full | 368/.001/5196222 368/.001/51962 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 368 - Insurance |
| dewey-raw | 368/.001/51962 22 368/.001/51962 |
| dewey-search | 368/.001/51962 22 368/.001/51962 |
| dewey-sort | 3368 11 551962 222 |
| dewey-tens | 360 - Social problems and services; associations |
| discipline | Soziologie Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV017491753 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T19:18:41Z |
| institution | BVB |
| isbn | 3540406506 |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010537631 |
| oclc_num | 52879310 |
| open_access_boolean | |
| owner | DE-20 DE-898 DE-BY-UBR DE-19 DE-BY-UBM DE-91 DE-BY-TUM DE-91G DE-BY-TUM DE-824 DE-521 DE-523 DE-634 DE-83 DE-11 |
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| physical | XI, 235 S. graph. Darst. |
| publishDate | 2004 |
| publishDateSearch | 2004 |
| publishDateSort | 2004 |
| publisher | Springer |
| record_format | marc |
| series2 | Universitext |
| spelling | Mikosch, Thomas 1955- Verfasser (DE-588)141029412 aut Non-life insurance mathematics an introduction with stochastic processes Thomas Mikosch Berlin [u.a.] Springer 2004 XI, 235 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Universitext "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 Buhlmann 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 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."--BOOK JACKET. Assurance - Mathématiques Processus stochastiques Stochastische processen gtt Verzekeringswiskunde gtt Mathematik Insurance Mathematics Stochastic processes Versicherungsmathematik (DE-588)4063194-1 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Versicherungsmathematik (DE-588)4063194-1 s DE-604 Stochastisches Modell (DE-588)4057633-4 s |
| spellingShingle | Mikosch, Thomas 1955- Non-life insurance mathematics an introduction with stochastic processes Assurance - Mathématiques Processus stochastiques Stochastische processen gtt Verzekeringswiskunde gtt Mathematik Insurance Mathematics Stochastic processes Versicherungsmathematik (DE-588)4063194-1 gnd Stochastisches Modell (DE-588)4057633-4 gnd |
| subject_GND | (DE-588)4063194-1 (DE-588)4057633-4 |
| title | Non-life insurance mathematics an introduction with stochastic processes |
| title_auth | Non-life insurance mathematics an introduction with stochastic processes |
| title_exact_search | Non-life insurance mathematics an introduction with stochastic processes |
| title_full | Non-life insurance mathematics an introduction with stochastic processes Thomas Mikosch |
| title_fullStr | Non-life insurance mathematics an introduction with stochastic processes Thomas Mikosch |
| title_full_unstemmed | Non-life insurance mathematics an introduction with stochastic processes Thomas Mikosch |
| title_short | Non-life insurance mathematics |
| title_sort | non life insurance mathematics an introduction with stochastic processes |
| title_sub | an introduction with stochastic processes |
| topic | Assurance - Mathématiques Processus stochastiques Stochastische processen gtt Verzekeringswiskunde gtt Mathematik Insurance Mathematics Stochastic processes Versicherungsmathematik (DE-588)4063194-1 gnd Stochastisches Modell (DE-588)4057633-4 gnd |
| topic_facet | Assurance - Mathématiques Processus stochastiques Stochastische processen Verzekeringswiskunde Mathematik Insurance Mathematics Stochastic processes Versicherungsmathematik Stochastisches Modell |
| work_keys_str_mv | AT mikoschthomas nonlifeinsurancemathematicsanintroductionwithstochasticprocesses |