Overview
- Rigorous mathematical introduction and as such quite a unique textbook which can be used not only by a specialised audience
- More than 100 figures and tables illustrating and visualizing the theory
- Every section ends with extensive exercises
- Book's content is in agreement with the European "Group Consultatif" standards
- An extensive bibliography, annotated by various comments sections with references to more advanced relevant literature, make the book broadly and easily accessible
- Includes supplementary material: sn.pub/extras
Part of the book series: Universitext (UTX)
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Table of contents (6 chapters)
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Front Matter
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Collective Risk Models
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Front Matter
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Experience Rating
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Front Matter
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Back Matter
Keywords
Reviews
From the reviews:
"The 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. … 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." (Zentralblatt für Didaktik der Mathematik, November, 2004)
"The author’s aim to bring some of the standard stochastic models of non-life insurance mathematics to the attention of a wide audience … can definitely be reached by this textbook. It is well-written … . Many figures and tables in this book help in illustrating and visualizing the developed theory. Moreover, every section ends with an extensive collection of exercises … and should help the reader in accessing the theory." (Josef Steinebach, Zentralblatt MATH, Vol. 1033 (8), 2004)
Authors and Affiliations
Bibliographic Information
Book Title: Non-Life Insurance Mathematics
Book Subtitle: An Introduction with Stochastic Processes
Authors: Thomas Mikosch
Series Title: Universitext
DOI: https://doi.org/10.1007/3-540-44889-6
Publisher: Springer Berlin, Heidelberg
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 2004
eBook ISBN: 978-3-540-44889-1Published: 21 November 2006
Series ISSN: 0172-5939
Series E-ISSN: 2191-6675
Edition Number: 1
Number of Pages: XII, 248
Topics: Quantitative Finance