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Semi-Markov Risk Models for Finance, Insurance and Reliability
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York, NY :
Springer US : Imprint: Springer,
2007.
|
| Edición: | 1st ed. 2007. |
| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
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| 001 | 978-0-387-70730-3 | ||
| 003 | DE-He213 | ||
| 005 | 20220112142851.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 100301s2007 xxu| s |||| 0|eng d | ||
| 020 | |a 9780387707303 |9 978-0-387-70730-3 | ||
| 024 | 7 | |a 10.1007/0-387-70730-1 |2 doi | |
| 050 | 4 | |a QA273.A1-274.9 | |
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| 082 | 0 | 4 | |a 519.2 |2 23 |
| 100 | 1 | |a Janssen, Jacques. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Semi-Markov Risk Models for Finance, Insurance and Reliability |h [electronic resource] / |c by Jacques Janssen, Raimondo Manca. |
| 250 | |a 1st ed. 2007. | ||
| 264 | 1 | |a New York, NY : |b Springer US : |b Imprint: Springer, |c 2007. | |
| 300 | |a XVIII, 430 p. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 505 | 0 | |a 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. | |
| 520 | |a 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. Audience This book is intended for applied mathematicians, statisticians, financial intermediaries, actuaries, engineers, operations researchers. | ||
| 650 | 0 | |a Probabilities. | |
| 650 | 0 | |a Social sciences-Mathematics. | |
| 650 | 0 | |a Business. | |
| 650 | 0 | |a Management science. | |
| 650 | 0 | |a Finance. | |
| 650 | 0 | |a Macroeconomics. | |
| 650 | 0 | |a Numerical analysis. | |
| 650 | 1 | 4 | |a Probability Theory. |
| 650 | 2 | 4 | |a Mathematics in Business, Economics and Finance. |
| 650 | 2 | 4 | |a Business and Management. |
| 650 | 2 | 4 | |a Financial Economics. |
| 650 | 2 | 4 | |a Macroeconomics and Monetary Economics. |
| 650 | 2 | 4 | |a Numerical Analysis. |
| 700 | 1 | |a Manca, Raimondo. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9780387517933 |
| 776 | 0 | 8 | |i Printed edition: |z 9781441943576 |
| 776 | 0 | 8 | |i Printed edition: |z 9780387707297 |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/0-387-70730-1 |z Texto Completo |
| 912 | |a ZDB-2-SMA | ||
| 912 | |a ZDB-2-SXMS | ||
| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||