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Sinopsis
This book aims to give a complete and self-contained presentation of semi- Markov models with finitely many states, in view of solving real life problems of risk management in three main fields: Finance, Insurance and Reliability providing a useful complement to our first book (Janssen and Manca (2006)) which gives a theoretical presentation of semi-Markov theory. However, to help assure the book is self-contained, the first three chapters provide a summary of the basic tools on semi-Markov theory that the reader will need to understand our presentation. For more details, we refer the reader to our first book (Janssen and Manca (2006)) whose notations, definitions and results have been used in these four first chapters. Nowadays, the potential for theoretical models to be used on real-life problems is severely limited if there are no good computer programs to process the relevant data. We therefore systematically propose the basic algorithms so that effective numerical results can be obtained. Another important feature of this book is its presentation of both homogeneous and non-homogeneous models. It is well known that the fundamental structure of many real-life problems is n- homogeneous in time, and the application of homogeneous models to such problems gives, in the best case, only approximated results or, in the worst case, nonsense results.
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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.
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Semi-Markov Risk Models for Finance, Insurance and Reliability
Impresión bajo demandaLibrería: moluna, Greven, Alemania
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Unique approach solves finance and insurance problems with semi-Markov models in a complete wayIncludes highly relevant real-life applications of semi-Markov processesEveryone working in related fields from applied mathematicians to sta. Nº de ref. del artículo: 4174708
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Semi-Markov Risk Models for Finance, Insurance and Reliability
Publicado por
Springer US Nov 2010, 2010
ISBN 10: 1441943579
ISBN 13: 9781441943576
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 448 pp. Englisch. Nº de ref. del artículo: 9781441943576
Cantidad disponible: 2 disponibles
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Semi-Markov Risk Models for Finance, Insurance and Reliability
Publicado por
Springer US, Springer US, 2010
ISBN 10: 1441943579
ISBN 13: 9781441943576
Nuevo
Taschenbuch
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book aims to give a complete and self-contained presentation of semi- Markov models with finitely many states, in view of solving real life problems of risk management in three main fields: Finance, Insurance and Reliability providing a useful complement to our first book (Janssen and Manca (2006)) which gives a theoretical presentation of semi-Markov theory. However, to help assure the book is self-contained, the first three chapters provide a summary of the basic tools on semi-Markov theory that the reader will need to understand our presentation. For more details, we refer the reader to our first book (Janssen and Manca (2006)) whose notations, definitions and results have been used in these four first chapters. Nowadays, the potential for theoretical models to be used on real-life problems is severely limited if there are no good computer programs to process the relevant data. We therefore systematically propose the basic algorithms so that effective numerical results can be obtained. Another important feature of this book is its presentation of both homogeneous and non-homogeneous models. It is well known that the fundamental structure of many real-life problems is n- homogeneous in time, and the application of homogeneous models to such problems gives, in the best case, only approximated results or, in the worst case, nonsense results. Nº de ref. del artículo: 9781441943576
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Semi-Markov Risk Models for Finance, Insurance and Reliability
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Semi-Markov Risk Models for Finance, Insurance and Reliability
Publicado por
Springer US, Springer US Nov 2010, 2010
ISBN 10: 1441943579
ISBN 13: 9781441943576
Nuevo
Taschenbuch
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book aims to give a complete and self-contained presentation of semi- Markov models with finitely many states, in view of solving real life problems of risk management in three main fields: Finance, Insurance and Reliability providing a useful complement to our first book (Janssen and Manca (2006)) which gives a theoretical presentation of semi-Markov theory. However, to help assure the book is self-contained, the first three chapters provide a summary of the basic tools on semi-Markov theory that the reader will need to understand our presentation. For more details, we refer the reader to our first book (Janssen and Manca (2006)) whose notations, definitions and results have been used in these four first chapters. Nowadays, the potential for theoretical models to be used on real-life problems is severely limited if there are no good computer programs to process the relevant data. We therefore systematically propose the basic algorithms so that effective numerical results can be obtained. Another important feature of this book is its presentation of both homogeneous and non-homogeneous models. It is well known that the fundamental structure of many real-life problems is n- homogeneous in time, and the application of homogeneous models to such problems gives, in the best case, only approximated results or, in the worst case, nonsense results.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 448 pp. Englisch. Nº de ref. del artículo: 9781441943576
Cantidad disponible: 1 disponibles
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Semi-Markov Risk Models for Finance, Insurance and Reliability
Publicado por
Springer-Verlag New York Inc., 2010
ISBN 10: 1441943579
ISBN 13: 9781441943576
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Semi-Markov Risk Models for Finance, Insurance and Reliability
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Condición: New. pp. 448. Nº de ref. del artículo: 263077403
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Semi-Markov Risk Models for Finance, Insurance and Reliability
Impresión bajo demandaLibrería: Majestic Books, Hounslow, Reino Unido
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Condición: New. Print on Demand pp. 448 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam. Nº de ref. del artículo: 5851844
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Semi-Markov Risk Models for Finance, Insurance and Reliability
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Semi-Markov Risk Models for Finance, Insurance and Reliability
Impresión bajo demandaLibrería: Biblios, Frankfurt am main, HESSE, Alemania
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Condición: New. PRINT ON DEMAND pp. 448. Nº de ref. del artículo: 183077393
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