Non-life insurance mathematics. An introduction with the Poisson process (Q958476)

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Non-life insurance mathematics. An introduction with the Poisson process
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    Non-life insurance mathematics. An introduction with the Poisson process (English)
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    5 December 2008
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    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.
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    non-life insurance
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    Poisson process
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    counting processes
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    ruin theory
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    risk theory
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    creditility theory
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