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Stochastic proccesses for insurance and finance

Rolski, Tomasz - ; Schmidli, Hanspeter - ; Schmidt, Volker - ; Teugels, Jozef - ;

Stochastic Processes for Insurance and Finance offers a thorough yet accessible reference for researchers and practitioners of insurance mathematics. Building on recent and rapid developments in applied probability, the authors describe in general terms models based on Markov processes, martingales and various types of point processes.
Discussing frequently asked insurance questions, the authors present a coherent overview of the subject and specifically address:
· The principal concepts from insurance and finance
· Practical examples with real life data
· Numerical and algorithmic procedures essential for modern insurance practices
Assuming competence in probability calculus, this book will provide a fairly rigorous treatment of insurance risk theory recommended for researchers and students interested in applied probability as well as practitioners of actuarial sciences.


Ketersediaan

Call NumberLocationAvailable
Tan 332.015 Rol sPSB lt.dasar - Pascasarjana3
PenerbitChichester: John Wiley & Sons 1999
Edisi-
SubjekMathematical models
Finance
Insurance
Stochastic processes
ISBN/ISSN0471959251
KlasifikasiNONE
Deskripsi Fisikxviii, 654p; chart, tables, graphics, appendix, 14cm
Info Detail Spesifik-
Other Version/RelatedTidak tersedia versi lain
Lampiran BerkasTidak Ada Data

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