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Opis

This book presents applications of semi-Markov processes in finance, insurance and reliability, using real-life problems as examples. After a presentation of the main probabilistic tools necessary for understanding of the book, the authors show how to apply semi-Markov processes in finance, starting from the axiomatic definition and continuing eventually to the most advanced financial tools, particularly in insurance and in risk-and-ruin theories. Also considered are reliability problems that interact with credit risk theory in finance. The unique approach of this book is to solve finance and insurance problems with semi-Markov models in a complete way and furthermore present real-life applications of semi-Markov processes.

Szczegóły książki

Kategoria Książki po angielsku Mathematics & science Mathematics Applied mathematics

• Pełny tytuł: Semi-Markov Risk Models for Finance, Insurance and Reliability
• Autor: Jacques Janssen, Raimondo Manca
• Język: Angielski
• Oprawa: Twarda
• Liczba stron: 430
• EAN: 9780387707297
• ISBN: 0387707298
• ID: 01382381
• Wydawca: Springer-Verlag New York Inc.
• Waga: 1770 g
• Wymiary: 235 × 156 × 25 mm
• Data wydania: 26. March 2007

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