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Semi-Markov Risk Models for Finance, Insurance and Reliability Book

Semi-Markov Risk Models for Finance, Insurance and Reliability
Semi-Markov Risk Models for Finance, Insurance and Reliability, 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 r, Semi-Markov Risk Models for Finance, Insurance and Reliability has a rating of 3.5 stars
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Semi-Markov Risk Models for Finance, Insurance and Reliability, 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 r, Semi-Markov Risk Models for Finance, Insurance and Reliability
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  • Semi-Markov Risk Models for Finance, Insurance and Reliability
  • Written by author Jacques Janssen
  • Published by Springer-Verlag New York, LLC, 11/4/2010
  • 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 r
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Authors

Preface.- Probability Tools for Shastic Modeling.- 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.- References.- Author Index.- Subject Index.


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Semi-Markov Risk Models for Finance, Insurance and Reliability, 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 r, Semi-Markov Risk Models for Finance, Insurance and Reliability

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Semi-Markov Risk Models for Finance, Insurance and Reliability, 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 r, Semi-Markov Risk Models for Finance, Insurance and Reliability

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Semi-Markov Risk Models for Finance, Insurance and Reliability, 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 r, Semi-Markov Risk Models for Finance, Insurance and Reliability

Semi-Markov Risk Models for Finance, Insurance and Reliability

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