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...
Κύριοι συγγραφείς: | , |
---|---|
Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Boston, MA :
Springer US,
2007.
|
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- 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.