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Non-life insurance mathematics. An introduction with the Poisson process. 2nd ed. (English) Zbl 1166.91002
Universitext. Berlin: Springer (ISBN 978-3-540-88232-9/pbk). xv, 432 p. (2009).
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.

91-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance
91B30 Risk theory, insurance (MSC2010)
60Gxx Stochastic processes
60G50 Sums of independent random variables; random walks
62P05 Applications of statistics to actuarial sciences and financial mathematics
60G55 Point processes (e.g., Poisson, Cox, Hawkes processes)
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