ENGLISH

Stochastic Processes for Insurance and Finance (Wiley Series in Probability and Statistics)

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

Book information

Publisher
Wiley
Year
1999
ISBN
0471959251, 9780471959250
LCC
HG8781 .S74 1999
Open Library ID
OL382241M
Language
english
Format
PDF
Filesize
27 MB (28672762 bytes)
Edition
1
Pages
680\613
Topic
Economy
Time added
2011-06-04 13:46:07

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 financePractical examples with real life dataNumerical and algorithmic procedures essential for modern insurance practicesAssuming 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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