Non-life insurance mathematics : an introduction with the Poisson process

The volume offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic processes. It includes detailed discussions of the fundamental models regarding claim sizes, claim arrivals, the total claim amount, and their probabilistic properties. Thr...

Πλήρης περιγραφή

Αποθηκεύτηκε σε:
Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Mikosch, Thomas, 1955-
Μορφή: Livre numérique
Γλώσσα:Anglais
Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg [20..].
Cham : Springer Nature
Έκδοση:2nd ed. 2009.
Σειρά:Universitext
Διαθέσιμο Online:Accès sur la plateforme de l'éditeur
Accès sur la plateforme Istex
Accès Université d'Orléans
Accès INSA CVL
Σημείωση: Description d'après consultation du 30 mars 2012
Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
Autres localisations: Voir dans le Sudoc
Edition sous un autre format:• Non-life insurance mathematics, an introduction with the Poisson process, Thomas Mikosch, Second edition, Berlin, Springer, 2009, 1 vol. (XV-432 p.), Universitext, 978-3-540-88232-9
• Non-Life Insurance Mathematics, Texte imprimé, 9783540882343
• Non-life insurance mathematics, an introduction with the Poisson process, Thomas Mikosch, Second edition, Berlin, Springer, 2009, 1 vol. (XV-432 p.), Universitext, 978-3-540-88232-9
Πίνακας περιεχομένων:
  • Collective Risk Models The Basic Model Models for the Claim Number Process The Total Claim Amount Ruin Theory Experience Rating Bayes Estimation Linear Bayes Estimation A Point Process Approach to Collective Risk Theory The General Poisson Process Poisson Random Measures in Collective Risk Theory Weak Convergence of Point Processes Special Topics An Excursion to L#x00E9;vy Processes Cluster Point Processes