Bøger af Tomasz Rolski

This text provides a source for professionals in the insurance industry who have a modest level of mathematical experience. It outlines classical results and provides an insight into recent developments in applied probability theory illustrating relevant applications in insurance mathematics.

Chapter 2 deals with discrete time theory. The first one is to let the reader get acquainted with the main lines of the theory needed in continuous time without being bothered by tech nical details. Chapter 3 deals with continuous time theory. Three applications of the continuous time theory are given in Chapter 4.