"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....The reader gets to know how the underlying probabilistic structures allow one to determine premiums in a portfolio or in an individual policy." --Zentralblatt für Didaktik der Mathematik



Inhalt

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.

Titel
Non-Life Insurance Mathematics
Untertitel
An Introduction with Stochastic Processes
EAN
9783540448891
Format
E-Book (pdf)
Veröffentlichung
21.11.2006
Digitaler Kopierschutz
Wasserzeichen
Dateigrösse
7.52 MB
Anzahl Seiten
248