Stochastic Processes for Insurance and Finance (Wiley Series in Probability and Statistics) - Tapa blanda

Acerca del autor

Tomasz Rolski, Mathematical Institute, University of Wroclaw, Poland.

Hanspeter Schmidli, Department of Theoretical Statistics, Aarhus University, Denmark.

Volker Schmidt, Faculty of Mathematics and Economics, University of Ulm, Germany.

Jozef Teugels, Department of Mathematics, Catholic University of Leuven, Belgium.

De la contraportada

The Wiley Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians and scientists.

Stochastic Processes for Insurance and Finance

Tomaz Rolski
Mathematical Institute, University of Wroclaw, Poland
Hanspeter Schmidli
Department of Theoretical Statistics, Aarhus University, Denmark
Volker Schmidt
Faculty of Mathematics and Economics, University of Ulm, Germany
Jozef Teugels
Department of Mathematics, Catholic University of Leuven, Belgium

Stochastic Processes for Insurance and Finance offers a thorough yet accessible reference for researchers and practitioners of insurance mathematics. Building on recent and rapid developments in applied probability the authors describe in general terms models based on Markov processes, martingales and various types of point processes.

Discussing frequently asked insurance questions, the authors present a coherent overview of this subject and specifically address:

1. the principle concepts of insurance and finance
2. practical examples with real life data
3. numerical and algorithmic procedures essential for modern insurance practices

Assuming competence in probability calculus, this book will provide a rigorous treatment of insurance risk theory recommended for researchers and students interested in applied probability as well as practitioners of actuarial sciences.

“An excellent text”

Australian & New Zealand Journal of Statistics