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Více informací o knize Semi-Markov Risk Models for Finance, Insurance and Reliability

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Anotace 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.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Applied mathematics

• Plný název: Semi-Markov Risk Models for Finance, Insurance and Reliability
• Autor: Jacques Janssen, Raimondo Manca
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 430
• EAN: 9780387707297
• ISBN: 0387707298
• ID: 01382381
• Nakladatelství: Springer-Verlag New York Inc.
• Hmotnost: 1770 g
• Rozměry: 235 × 156 × 25 mm
• Datum vydání: 26. March 2007

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