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Semi-Markov Risk Models for Finance, Insurance and Relia

文件格式:Pdf 可复制性:可复制 TAG标签: Finance Insurance Reliability Hardcover 点击次数: 更新时间:2009-09-28 09:09
介绍

Semi-Markov Risk Models for Finance, Insurance and Reliability (Hardcover)
by Jacques Janssen (Author), Raimondo Manca (Author)
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Hardcover: 430 pages
Publisher: Springer; 1 edition (March 26, 2007)
Language: English
ISBN-10: 0387707298
ISBN-13: 978-0387707297
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Product Description

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.

 

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