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

by Thomas Mikosch
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Current price ₹8,299.00
Original price ₹9,959.00
Original price ₹9,959.00
Original price ₹9,959.00
(-17%)
₹8,299.00
Current price ₹8,299.00

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Book cover type: Paperback
  • ISBN13: 9783540882329
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 432
  • Original Price: GBP 64.99
  • Language: English
  • Edition: 2009
  • Item Weight: 658 grams
  • BISAC Subject(s): Finance / General

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. What makes this book special are more than 100 figures and tables illustrating and visualizing the theory. Every section ends with extensive exercises. The book can serve either as a text for an undergraduate/graduate course on non-life insurance mathematics or applied stochastic processes.

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.

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