Stochastic Processes for Insurance C: 974 (Wiley Series in Probability and Statistics) - Tapa dura

Rolski

 
9780471959250: Stochastic Processes for Insurance C: 974 (Wiley Series in Probability and Statistics)
Tapa dura
ISBN 10: 0471959251 ISBN 13: 9780471959250
Editorial: John Wiley & Sons, 1999

Sinopsis

The Wiley Paperback Series makes valuable content more accessible to a new generation of statisticians, mathematicians and scientists.

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:

  • the principle concepts of insurance and finance
  • practical examples with real life data
  • 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

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

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

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 the subject and specifically address:
* the principal concepts of insurance and finance
* practical examples with real life data
* 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.

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

Editorial
John Wiley & Sons
Año de publicación
1999
Idioma
Inglés
ISBN 10 
0471959251
ISBN 13 
9780471959250
Encuadernación
Tapa dura
Número de edición
1
Número de páginas
684
Contacto del fabricante
no disponible
Persona responsable
no disponible