Coverart for item
The Resource Semi-Markov risk models for finance, insurance and reliability, by Jacques Janssen, Raimondo Manca, (electronic book)

Semi-Markov risk models for finance, insurance and reliability, by Jacques Janssen, Raimondo Manca, (electronic book)

Label
Semi-Markov risk models for finance, insurance and reliability
Title
Semi-Markov risk models for finance, insurance and reliability
Statement of responsibility
by Jacques Janssen, Raimondo Manca
Creator
Contributor
Subject
Language
eng
Summary
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
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorDate
1939-
http://library.link/vocab/creatorName
Janssen, Jacques
Dewey number
658.15501519233
Illustrations
illustrations
Index
index present
LC call number
HD61
LC item number
.J36 2007eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
Manca, Raimondo
http://library.link/vocab/subjectName
  • Financial risk
  • Risk (Insurance)
  • Risk
  • Markov processes
Label
Semi-Markov risk models for finance, insurance and reliability, by Jacques Janssen, Raimondo Manca, (electronic book)
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 407-422) and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Front Matter; 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; Back Matter
Control code
SPR187043128
Dimensions
unknown
Extent
1 online resource (xvii, 429 pages)
Form of item
online
Isbn
9780387707303
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
illustrations
Specific material designation
remote
Label
Semi-Markov risk models for finance, insurance and reliability, by Jacques Janssen, Raimondo Manca, (electronic book)
Publication
Bibliography note
Includes bibliographical references (pages 407-422) and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Front Matter; 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; Back Matter
Control code
SPR187043128
Dimensions
unknown
Extent
1 online resource (xvii, 429 pages)
Form of item
online
Isbn
9780387707303
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
illustrations
Specific material designation
remote

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