Semi-Markov Risk Models for Finance, Insurance and Reliability
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...
Wedi'i Gadw mewn:
| Prif Awduron: | , |
|---|---|
| Fformat: | Livre numérique |
| Iaith: | Anglais |
| Cyhoeddwyd: |
New York, NY :
Springer US
2007.
Cham : Springer Nature |
| Pynciau: | |
| Mynediad Ar-lein: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nodyn: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Semi-Markov Risk Models for Finance, Insurance and Reliability, Texte imprimé, 9780387707297 • Semi-Markov Risk Models for Finance, Insurance and Reliability, Texte imprimé, 9780387517933 • Semi-Markov Risk Models for Finance, Insurance and Reliability, Texte imprimé, 9781441943576 |
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| 084 | |a 60K05. 2010 | ||
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| 100 | 1 | |a Janssen, Jacques, |d 1939- | |
| 245 | 1 | 0 | |a Semi-Markov Risk Models for Finance, Insurance and Reliability |c by Jacques Janssen,... Raimondo Manca,... |
| 260 | |a New York, NY : |b Springer US. | ||
| 260 | |a Cham : |b Springer Nature, |c 2007. | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 0 | |a Probability Tools For Stochastic Modelling -- Renewal Theory and Markov Chains -- Markov Renewal Processes, Semi-Markov Processes and Markov Random Walks -- Discrete Time and Reward Smp and their Numerical Treatment -- Semi-Markov Extensions of the Black-Scholes Model -- Other Semi-Markov Models in Finance and Insurance -- Insurance Risk Models -- Reliability and Credit Risk Models -- Generalised Non-Homogeneous Models for Pension Funds and Manpower Management. | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. chttps://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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. | ||
| 650 | |a Finances | ||
| 650 | |a Assurance | ||
| 650 | |a Assurance |x Mathématiques | ||
| 650 | |a Mathématiques financières | ||
| 650 | |a Markov, processus de | ||
| 650 | |a Gestion du risque | ||
| 700 | 1 | |a Manca, Raimondo. |4 aut | |
| 776 | 0 | |t Semi-Markov Risk Models for Finance, Insurance and Reliability |b Texte imprimé |z 9780387707297 | |
| 776 | 0 | |t Semi-Markov Risk Models for Finance, Insurance and Reliability |b Texte imprimé |z 9780387517933 | |
| 776 | 0 | |t Semi-Markov Risk Models for Finance, Insurance and Reliability |b Texte imprimé |z 9781441943576 | |
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