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

Semi-Markov risk models for finance, insurance and reliability, by Janssen Jacques, Manca Raimondo, (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 Janssen Jacques, Manca Raimondo
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
DE-He213
Characteristic
online system or service
http://library.link/vocab/creatorName
Jacques, Janssen
Image bit depth
0
http://library.link/vocab/relatedWorkOrContributorName
Raimondo, Manca
http://library.link/vocab/subjectName
  • Banks and banking
  • Distribution (Probability theory)
  • Finance
  • Numerical analysis
Label
Semi-Markov risk models for finance, insurance and reliability, by Janssen Jacques, Manca Raimondo, (electronic book)
Instantiates
Publication
Antecedent source
mixed
Bibliography note
Includes bibliographical references (p. 407-422) and index
Color
not applicable
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
Dimensions
unknown
File format
multiple file formats
Isbn
9780387707303
Level of compression
uncompressed
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
Label
Semi-Markov risk models for finance, insurance and reliability, by Janssen Jacques, Manca Raimondo, (electronic book)
Publication
Antecedent source
mixed
Bibliography note
Includes bibliographical references (p. 407-422) and index
Color
not applicable
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
Dimensions
unknown
File format
multiple file formats
Isbn
9780387707303
Level of compression
uncompressed
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote

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