Non-Life Insurance Mathematics: An Introduction with the Poisson Process

March 25, 2009|
Non-Life Insurance Mathematics: An Introduction with the Poisson Process by Thomas Mikosch
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The second edition of this book contains both basic and more advanced - terial on non-life insurance mathematics. Parts I and II of the book cover the basic course of the ?rst edition; this text has changed very little. It aims at the undergraduate (bachelor) actuarial student as a ?rst introduction to the topics of non-life insurance mathematics. Parts III and IV are new. They can serve as an independent course on stochastic models of non-life insurance mathematics at the graduate (master) level. The basic themes in all parts of this book are point process theory, the Poisson and compound Poisson processes. Point processes constitute an - portant part of modern stochastic process theory. They are well understood models and have applications in a wide range of applied probability areas such as stochastic geometry, extreme value theory, queuing and large c- puter networks, insurance and ?nance. The main idea behind a point process is counting. Counting is bread and butter in non-life insurance: the modeling of claim numbers is one of the - jor tasks of the actuary. Part I of this book extensively deals with counting processes on the real line, such as the Poisson, renewal and mixed Poisson processes. These processes can be studied in the point process framework as well, but such an approach requires more advanced theoretical tools.
Thomas Mikosch has been professor at the Laboratory of Actuarial Mathematics of the University of Copenhagen since January 2001. Before this, he held positions in Dresden (Germany), Wellington (New Zealand) and Groningen (Netherlands). His special interests are applied probability theory and stochastic processes...
Title:Non-Life Insurance Mathematics: An Introduction with the Poisson ProcessFormat:PaperbackProduct dimensions:432 pages, 9.25 X 6.1 X 0 inShipping dimensions:432 pages, 9.25 X 6.1 X 0 inPublished:March 25, 2009Publisher:Springer-Verlag/Sci-Tech/TradeLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:3540882324

ISBN - 13:9783540882329

Appropriate for ages: All ages

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