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