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Non-Life Insurance Mathematics

An Introduction with the Poisson Process
BookPaperback
Ranking3755in
CHF84.00

Description

The basic themes in all parts of this book are point process theory, the Poisson and compound Poisson processes. Point processes constitute an - portant part of modern stochastic process theory. Part I of this book extensively deals with counting processes on the real line, such as the Poisson, renewal and mixed Poisson processes.
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Details

ISBN/GTIN978-3-540-88232-9
Product TypeBook
BindingPaperback
PublisherSpringer
Publishing date25/03/2009
Edition2. A.
SeriesUniversitext
Pages432 pages
LanguageEnglish
SizeWidth 155 mm, Height 235 mm, Thickness 24 mm
Weight688 g
IllustrationsXV, 432 p. 55 illus., schwarz-weiss Illustrationen
Article no.1661554
CatalogsBuchzentrum
Data source no.4149816
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Author

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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