Non-life insurance mathematics. An introduction with the Poisson process
type: Item
instance of: scholarly article
title: Non-life insurance mathematics. An introduction with the Poisson process
zbMATH Open document ID: 1166.91002
DOI: 10.1007/978-3-540-88233-6
author: T. Mikosch
published in: Universitext
publication date: 2008-12-05T00:00:00Z
review text: The book contains both basic and more advanced material on non-life insurance mathematics. Part I and II aim at the undergraduate actuarical students. Parts III and IV can serve as an independent course on stochastic models of non-life insurance mathematics at the graduate level. The basic themes in all parts of this book are point process theory, the Poisson and compound Poisson processes. Among other topics the book discusses models for the Claim Number Process, the Total Claim Amount, Ruin Probability, Creditility Theory, a Paint Process Apporach to Collective Risk Theory.
Mathematics Subject Classification ID: 91-01
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60Gxx
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60G55
zbMATH DE Number: 5378314
zbMATH Keywords: non-life insurance
zbMATH Keywords: Poisson process
zbMATH Keywords: counting processes
zbMATH Keywords: ruin theory
zbMATH Keywords: risk theory
zbMATH Keywords: creditility theory
reviewed by: Alexandra Rodkina
describes a project that uses: itsmr
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1007/978-3-540-88233-6
OpenAlex ID: W197925265
description: scientific article; zbMATH DE number 5378314