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...

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Bibliographic Details
Main Authors: Jacques, Janssen (Author), Raimondo, Manca (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Boston, MA : Springer US, 2007.
Subjects:
Online Access:Full Text via HEAL-Link

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