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 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 co…
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Produktdetails
Weitere Autoren: Manca, Raimondo
- ISBN: 978-0-387-70729-7
- EAN: 9780387707297
- Produktnummer: 2896629
- Verlag: Springer Nature
- Sprache: Englisch
- Erscheinungsjahr: 2007
- Seitenangabe: 430 S.
- Masse: H23.4 cm x B15.6 cm x D2.5 cm 798 g
- Auflage: 2007
- Gewicht: 798
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