Stochastic Processes for Insurance and Finance
(Sprache: Englisch)
Stochastic Processes for Insurance and Finance offers a thorough yet accessible reference for researchers and practitioners of insurance mathematics. Building on recent and rapid developments in applied probability, the authors describe in general terms...
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Stochastic Processes for Insurance and Finance offers a thorough yet accessible reference for researchers and practitioners of insurance mathematics. Building on recent and rapid developments in applied probability, the authors describe in general terms models based on Markov processes, martingales and various types of point processes.Discussing frequently asked insurance questions, the authors present a coherent overview of the subject and specifically address:
· The principal concepts from insurance and finance
· Practical examples with real life data
· Numerical and algorithmic procedures essential for modern insurance practices
Assuming competence in probability calculus, this book will provide a fairly rigorous treatment of insurance risk theory recommended for researchers and students interested in applied probability as well as practitioners of actuarial sciences.
Wiley Series in Probability and Statistics
Inhaltsverzeichnis zu „Stochastic Processes for Insurance and Finance “
Table of Contents:Concepts from Insurance and Finance
Probability Distributions
Premiums and Ordering of Risks
Distributions of Aggregate Claim Amount
Risk Processes
Renewal Processes and Random Walks
Markov Chains
Continuous-Time Markov Models
Martingale Techniques I
Martingale Techniques II
Piecewise Deterministic Markov Processes
Point Processes
Diffusion Models
Distribution Tables
References
Index
Bibliographische Angaben
- Autor: Rolski
- 1999, 1. Auflage, XVIII, 654 Seiten, Maße: 15,7 x 23,5 cm, Gebunden, Englisch
- Verlag: Wiley & Sons
- ISBN-10: 0471959251
- ISBN-13: 9780471959250
- Erscheinungsdatum: 17.02.1999
Sprache:
Englisch
Rezension zu „Stochastic Processes for Insurance and Finance “
"...an excellent text..."-- Australian & New Zealand Journal of Statistics
Pressezitat
"...an excellent text..."-- Australian & New Zealand Journal of Statistics
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