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 |
Tabl Cynhwysion:
- 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.