Stochastic Processes for Insurance and Finance

AvTomasz Rolski,Hanspeter Schmidli

Häftad, Engelska, 2009

Del i serien Wiley Series in Probability and Statistics

1 060 kr

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Inbunden

2 748 kr

Beskrivning

The Wiley Paperback Series makes valuable content more accessible to a new generation of statisticians, mathematicians and scientists.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 this subject and specifically address: the principle concepts of insurance and financepractical examples with real life datanumerical and algorithmic procedures essential for modern insurance practicesAssuming competence in probability calculus, this book will provide a rigorous treatment of insurance risk theory recommended for researchers and students interested in applied probability as well as practitioners of actuarial sciences."An excellent text."—Australian & New Zealand Journal of Statistics

Produktinformation

Utgivningsdatum:2009-03-16
Mått:154 x 231 x 37 mm
Vikt:936 g
Format:Häftad
Språk:Engelska
Serie:Wiley Series in Probability and Statistics
Antal sidor:672
Förlag:John Wiley & Sons Inc
ISBN:9780470743638

Utforska kategorier

Mer om författaren

Tomasz Rolski, Mathematical Institute, University of Wroclaw, Poland.Hanspeter Schmidli, Department of Theoretical Statistics, Aarhus University, Denmark.Volker Schmidt, Faculty of Mathematics and Economics, University of Ulm, Germany.Jozef Teugels, Department of Mathematics, Catholic University of Leuven, Belgium.

Recensioner i media

"An excellent text."—Australian & New Zealand Journal of Statistics

Innehållsförteckning

Concepts from Insurance and FinanceProbability DistributionsPremiums and Ordering of RisksDistributions of Aggregate Claim AmountRisk ProcessesRenewal Processes and Random WalksMarkov ChainsContinuous-Time Markov ModelsMartingale Techniques IMartingale Techniques IIPiecewise Deterministic Markov ProcessesPoint ProcessesDiffusion ModelsDistribution TablesReferencesIndex

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AvTomasz Rolski,Hanspeter Schmidli

Häftad, Engelska, 2009

Del i serien Wiley Series in Probability and Statistics

1 060 kr

Beställningsvara. Skickas inom 5-8 vardagar. Fri frakt över 249 kr.

Fler format och utgåvor

Inbunden

2 748 kr

Beskrivning

Produktinformation

Utgivningsdatum:2009-03-16
Mått:154 x 231 x 37 mm
Vikt:936 g
Format:Häftad
Språk:Engelska
Serie:Wiley Series in Probability and Statistics
Antal sidor:672
Förlag:John Wiley & Sons Inc
ISBN:9780470743638

Utforska kategorier

Mer om författaren

Recensioner i media

"An excellent text."—Australian & New Zealand Journal of Statistics

Innehållsförteckning

Concepts from Insurance and FinanceProbability DistributionsPremiums and Ordering of RisksDistributions of Aggregate Claim AmountRisk ProcessesRenewal Processes and Random WalksMarkov ChainsContinuous-Time Markov ModelsMartingale Techniques IMartingale Techniques IIPiecewise Deterministic Markov ProcessesPoint ProcessesDiffusion ModelsDistribution TablesReferencesIndex