|
|
libcats.org
Non-life insurance mathematics an introduction with the Poisson processThomas MikoschThe 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. Throughout the volume the language of stochastic processes is used for describing the dynamics of an insurance portfolio in claim size, space and time. Special emphasis is given to the phenomena which are caused by large claims in these models. The reader learns how the underlying probabilistic structures allow determining premiums in a portfolio or in an individual policy. The second edition contains various new chapters that illustrate the use of point process techniques in non-life insurance mathematics. Poisson processes play a central role. Detailed discussions show how Poisson processes can be used to describe complex aspects in an insurance business such as delays in reporting, the settlement of claims and claims reserving. Also the chain ladder method is explained in detail. More than 150 figures and tables illustrate and visualize the theory. Every section ends with numerous exercises. An extensive bibliography, annotated with various comments sections with references to more advanced relevant literature, makes the volume broadly and easily accessible.
Популярные книги за неделю:
Система упражнений по развитию способностей человека (Практическое пособие)Автор: Петров Аркадий НаумовичКатегория: Путь к себе
Размер книги: 818 Kb
Сотворение мира (3-х томник)Автор: Петров Аркадий НаумовичКатегория: Путь к себе
Размер книги: 817 Kb
Только что пользователи скачали эти книги:
Система упражнений по развитию способностей человека (Практическое пособие)Автор: Петров Аркадий НаумовичКатегория: Путь к себе
Размер книги: 818 Kb
Сотворение мира (3-х томник)Автор: Петров Аркадий НаумовичКатегория: Путь к себе
Размер книги: 817 Kb
Ambrosiaster's Political TheologyАвтор: Sophie Lunn-RockliffeКатегория: theology_occultism
Размер книги: 1.23 Mb
Quotation Marks: Teaching the basics about quotation marks, without putting students to sleep (Teaching the Boring Stuff Series)Автор: Susan CollinsКатегория: Психология, Педагогика
Размер книги: 485 Kb
Twistors in mathematics and physicsАвтор: T. N. Bailey, Автор: Robert J. Baston
Размер книги: 49.54 Mb
You Were Born for This: 7 Keys to a Life of Predictable Miracles (Epub & Mobi)Автор: Bruce WilkinsonКатегория: Christian
Размер книги: 766 Kb
|
|
|