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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 : | , |
|---|---|
| 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
Accès direct soit depuis les campus via le réseau ou le wifi eduroam soit à distance avec un compte @etu.univ-nantes.fr ou @univ-nantes.fr |
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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 |
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| 330 | |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. | ||
| 359 | 1 | |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. | |
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| 452 | | | |t Semi-Markov Risk Models for Finance, Insurance and Reliability |b Texte imprimé |y 9780387707297 | |
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