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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...
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| Auteurs principaux : | , |
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| Format : | Livre |
| Langue : | anglais |
| Titre complet : | Semi-Markov Risk Models for Finance, Insurance and Reliability / by Jacques Janssen,... Raimondo Manca,... |
| Publié : |
New York, NY :
Springer US
, 2007 Cham : Springer Nature |
| Accès en ligne : |
Accès Nantes Université
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| Condition d'utilisation et de reproduction : | Conditions particulières de réutilisation pour les bénéficiaires des licences nationales : chttps://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |
| Sujets : | |
| Documents associés : | Autre format:
Semi-Markov Risk Models for Finance, Insurance and Reliability Autre format: Semi-Markov Risk Models for Finance, Insurance and Reliability Autre format: Semi-Markov Risk Models for Finance, Insurance and Reliability |
| Résumé : | 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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| ISBN : | 978-0-387-70730-3 |
| DOI : | 10.1007/0-387-70730-1 |