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| Thomas Mikosch | ||||
| Springer | ||||
| 2006 | ||||
| English | ||||
| 235 pages | ||||
| 5.38 MB | ||||
[tab] [content title="Summary"] This book provides a mathematical introduction to non-life insurance while also exploring a variety of applied stochastic processes. It offers in-depth discussions on fundamental models related to claim sizes, claim arrivals, total claim amounts, and their probabilistic properties. The language of stochastic processes is utilized to describe the dynamics of an insurance portfolio within claim size space and time. In addition to standard actuarial concepts, readers will learn about key models in modern non-life insurance mathematics, including Poisson, compound Poisson, and renewal processes in collective risk theory, as well as Bühlmann models in experience rating. The book explains how these underlying probabilistic structures can be used to determine premiums for both portfolios and individual policies, with particular attention to the effects of large claims. What sets this book apart are the more than 100 figures and tables that illustrate and visualize the theory, along with extensive exercises at the end of each section, which reinforce understanding of the material. This book can serve as a textbook for undergraduate or graduate courses on non-life insurance mathematics or applied stochastic processes. Its content aligns with the European "Group Consultatif" standards, and it includes a comprehensive bibliography with annotations and references to more advanced literature, making it accessible to a wide audience. [/content] [content title="Content"] [/content] [content title="Author(s)"] [/content] [/tab]
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