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

Livre 73 sur 261: Universitext

Mikosch, Thomas

 
9783540882329: Non-Life Insurance Mathematics: An Introduction with the Poisson Process

Synopsis

This book offers a mathematical introduction to non-life insurance as well as to a multitude of applied stochastic processes. It gives detailed discussions of the fundamental models for claim sizes, the total claim amount and their probabilistic properties.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

Thomas Mikosch has been professor at the Laboratory of Actuarial Mathematics of the University of Copenhagen since January 2001. Before this, he held positions in Dresden (Germany), Wellington (New Zealand) and Groningen (Netherlands). His special interests are applied probability theory and stochastic processes. Over the last few years his research has focused on extremal events in finance, insurance and telecommunications. His earlier very successful book, written jointly with Paul Embrechts and Claudia Klüppelberg, Modelling Extremal Events for Finance and Insurance (1997), is also published by Springer.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.