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

Bok av Thomas Mikosch
"e;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."e; --Zentralblatt fur Didaktik der Mathematik