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Non-Life Insurance Mathematics: An Introduction with Stochastic Processes (Universitext)

Thomas Mikosch




[PDF.az09] Non-Life Insurance Mathematics: An Introduction with Stochastic Processes (Universitext)

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 | #3207897 in eBooks |  2006-06-01 |  2006-06-01 | File type: PDF

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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 actuaria...

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