Stochastic Processes for Insurance and Finance

AvTomasz Rolski,Hanspeter Schmidli

Inbunden, Engelska, 1999

Del 974 i serien Wiley Series in Probability and Statistics

2 748 kr

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

Fler format och utgåvor

Häftad

1 060 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:1999-03-19
Mått:158 x 234 x 44 mm
Vikt:1 134 g
Format:Inbunden
Språk:Engelska
Serie:Wiley Series in Probability and Statistics
Antal sidor:680
Förlag:John Wiley & Sons Inc
ISBN:9780471959250

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

Table of Contents:Concepts from Insurance and Finance.Probability Distributions. Premiums and Ordering of Risks. Distributions of Aggregate Claim Amount. Risk Processes. Renewal Processes and Random Walks. Markov Chains. Continuous-Time Markov Models. Martingale Techniques I. Martingale Techniques II. Piecewise Deterministic Markov Processes. Point Processes. Diffusion Models. Distribution Tables. References. Index.

Mer från samma författare

Del 5

Stationary Random Processes Associated with Point Processes

Tomasz Rolski

Häftad, 1981

554 kr

Stochastic Processes for Insurance and Finance

Jozef L. Teugels, Volker Schmidt, Hanspeter Schmidli, Tomasz Rolski

E-bok

2009

3 220 kr

Stationary Random Processes Associated with Point Processes

Tomasz Rolski

E-bok

2012

718 kr

Del 108

Lectures on Monte Carlo Theory

Paweł Lorek, Tomasz Rolski

Inbunden, 2025

773 kr

Lectures on Monte Carlo Theory

Tomasz Rolski, Pawel Lorek

E-bok

2025

947 kr

Mer från samma serie

Del 355

Introduction to Multivariate Statistical Analysis

Theodore W. Anderson

Inbunden, 2003

2 376 kr

Del 316

Bayesian Theory

José M. Bernardo, Adrian F. M. Smith

Inbunden, 1994

4 896 kr

Multivariate Density Estimation

David W. Scott

Inbunden, 2015

1 325 kr

Del 559

Statistics for Experimenters

George E. P. Box, J. Stuart Hunter, William G. Hunter

Inbunden, 2005

(1)

1 964 kr

Del 693

Robust Statistics

Peter J. Huber, Elvezio M. Ronchetti

Inbunden, 2009

1 699 kr

Del 535

Sensitivity Analysis

Saltelli, Chan, Andrea Saltelli, K. Chan, E. M. Scott

Inbunden, 2000

2 057 kr

Applied Econometric Time Series

Walter Enders

Häftad, 2014

3 084 kr

Del 853

Elementary Introduction to Statistical Learning Theory

Sanjeev Kulkarni, Gilbert Harman

Inbunden, 2011

1 394 kr

Del 310

Probability

John W. Lamperti

Inbunden, 1996

2 170 kr

Time Series Analysis

George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel, Greta M. Ljung

Inbunden, 2015

(1)

1 778 kr

Du kanske också är intresserad av

Pokémon Pokémon Mega Evolution 05 - Pitch Black Booster

Pokémon

79 kr

The Path to Green Concrete

Jorge de Brito, Francisco Agrela, Rui Vasco Silva

Häftad, 2024

2 748 kr

Fairchild Books Dictionary of Fashion

Sandra Keiser, Phyllis G. Tortora

E-bok

2021

2 748 kr

Fairchild Books Dictionary of Textiles

Ajoy K. Sarkar, Phyllis G. Tortora, Ingrid Johnson

E-bok

2021

2 748 kr

Sustainability of Construction Materials

Jamal Khatib

Inbunden, 2016

2 748 kr

Nanodynamic Therapies

Panchanathan Manivasagan, Jayachandran Venkatesan, Eue-Soon Jang

Häftad, 2026

2 748 kr

Stephan Wittich, Jane A. Hofbauer, Philipp Janig - Austrian Review of International and European Law, 2024, Inbunden

Nyhet

Del 29

Austrian Review of International and European Law, 2024

Stephan Wittich, Jane A. Hofbauer, Philipp Janig

Inbunden, 2026

2 748 kr

Del 10

Aviation Law and Policy in Asia

Jae Woon Lee

Inbunden, 2020

2 748 kr

Del 4

Structure of Dairy Products

A. y. Tamime, Tamime, Adnan Y. Tamime

Inbunden, 2007

2 748 kr

Handbuch Der Literarischen Rhetorik: Eine Grundlegung Der Literaturwissenschaft

Heinrich Lausberg

Inbunden, 2008

2 748 kr

Stochastic Processes for Insurance and Finance

AvTomasz Rolski,Hanspeter Schmidli

Inbunden, Engelska, 1999

Del 974 i serien Wiley Series in Probability and Statistics

2 748 kr

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

Fler format och utgåvor

Häftad

1 060 kr

Beskrivning

Produktinformation

Utgivningsdatum:1999-03-19
Mått:158 x 234 x 44 mm
Vikt:1 134 g
Format:Inbunden
Språk:Engelska
Serie:Wiley Series in Probability and Statistics
Antal sidor:680
Förlag:John Wiley & Sons Inc
ISBN:9780471959250

Utforska kategorier

Mer om författaren

Recensioner i media

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

Innehållsförteckning

Table of Contents:Concepts from Insurance and Finance.Probability Distributions. Premiums and Ordering of Risks. Distributions of Aggregate Claim Amount. Risk Processes. Renewal Processes and Random Walks. Markov Chains. Continuous-Time Markov Models. Martingale Techniques I. Martingale Techniques II. Piecewise Deterministic Markov Processes. Point Processes. Diffusion Models. Distribution Tables. References. Index.