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Item Details
| Title:
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SEMI-MARKOV RISK MODELS FOR FINANCE, INSURANCE AND RELIABILITY
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| By: |
Jacques Janssen, Raimondo Manca |
| Format: |
Hardback |
| List price:
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£109.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0387707298 |
| ISBN 13: |
9780387707297 |
| Publisher: |
SPRINGER-VERLAG NEW YORK INC. |
| Pub. date: |
26 March, 2007 |
| Edition: |
2007 ed. |
| Pages: |
430 |
| Description: |
Suitable for those working in related fields from applied mathematicians to statisticians to actuaries and operations researchers, this book presents applications of semi-Markov processes in finance, insurance and reliability, using real-life problems as examples. |
| Synopsis: |
Everyone working in related fields from applied mathematicians to statisticians to actuaries and operations researchers will find this a brilliantly useful practical text. The 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. |
| Illustrations: |
XVIII, 430 p. |
| Publication: |
US |
| Imprint: |
Springer-Verlag New York Inc. |
| Returns: |
Returnable |
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