Semi-Markov Risk Models for Finance, Insurance and Reliability - Tapa dura

Janssen, Jacques; Manca, Raimondo

 
9780387707297: Semi-Markov Risk Models for Finance, Insurance and Reliability
Tapa dura
ISBN 10: 0387707298 ISBN 13: 9780387707297
Editorial: Springer, 2007

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

De la contraportada

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer
Año de publicación
2007
Idioma
Inglés
ISBN 10 
0387707298
ISBN 13 
9780387707297
Encuadernación
Tapa dura
Número de páginas
448
Contacto del fabricante
no disponible
Persona responsable
CMN Printpool Inh. Mathis Neumann
https://www.also.com/ec/cms5/en_6000/6000/index.jsp

Friedrich-Karl-Str. 9
Hamburg
Alemania

Otras ediciones populares con el mismo título

9781441943576: Semi-Markov Risk Models for Finance, Insurance and Reliability

Edición Destacada

ISBN 10:  1441943579 ISBN 13:  9781441943576
Editorial: Springer, 2010
Tapa blanda