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Viac informácií o knihe Semi-Markov Risk Models for Finance, Insurance and Reliability

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Anotácia knihy

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.§Audience§This book is intended for applied mathematicians, statisticians, financial intermediaries, actuaries, engineers, operations researchers.Everyone working in related fields from applied mathematicians to statisticians to actuaries and operations researchers will find this a brilliantly useful practical text. The 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.

Parametre knihy

Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Calculus & mathematical analysis

• Celý názov: Semi-Markov Risk Models for Finance, Insurance and Reliability
• Autor: Jacques Janssen, Raimondo Manca
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 430
• EAN: 9781441943576
• ISBN: 1441943579
• ID: 01422845
• Nakladateľ: Springer-Verlag New York Inc.
• Hmotnosť: 682 g
• Rozmery: 235 × 155 × 25 mm
• Dátum vydania: 12. October 2010

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