Semi-markov risk models for finance, insurance and...

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Semi-markov risk models for finance,...

Semi-markov risk models for finance, insurance and reliability

Name: Semi-markov risk models for finance, insurance and reliability
ISBN: 9780387707303

Jacques Janssen, Raimondo Manca

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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. The unique approach of this book is to solve finance and insurance problems with semi-Markov models in a complete way and furthermore present real-life applications of semi-Markov processes.

Κατηγορίες:

Science (General)

Έτος:

2007

Έκδοση:

Εκδότης:

Springer

Γλώσσα:

english

Σελίδες:

440

ISBN 10: