ENGLISH

Stochastic processes for insurance and finance

By Jozef Teugels , Tomasz Rolski , Hanspeter Schmidli , V. Schmidt

Book information

Publisher
Wiley
Year
1999
ISBN
0471959251, 9780471959250, 9780585272238
LCC
HG8781 .S74 1999
Open Library ID
OL382241M
Language
english
Format
DJVU
Filesize
8 MB (8633078 bytes)
Series
Wiley Series in Probability and Statistics
Edition
1
Pages
668\668
Library
Kolxo3
DPI
300
Scanned
yes
Time added
2010-07-29 05:14:56

Description

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

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