» » Non-Life Insurance Mathematics An Introduction with Stochastic Processes

Information of news
  • Author: gravita
  • Date: 28-10-2013, 11:18
28-10-2013, 11:18

Non-Life Insurance Mathematics An Introduction with Stochastic Processes

Category: E-Books

Non-Life Insurance Mathematics An Introduction with Stochastic Processes
Thomas Mikosch, "Non-Life Insurance Mathematics: An Introduction with Stochastic Processes"
2006 | pages: 240 | ISBN: 3540406506 | PDF | 5,4 mb

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 "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.

Link Download

Buy a Premium Account Uploaded.net or Rapidgator.net = High speed+parallel downloads!


Site BBcode/HTML Code:

Tags to an Article: Non, Life, Insurance, Mathematics, Introduction

Dear visitor, you went to the site as unregistered user.
We recommend you Sign up or Login to website under your name.
Would you like to leave your comment? Please Login to your account to leave comments. Don't have an account? You can create a free account now.