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Stochastic Processes for Insurance and Finance
Buch von Tomasz Rolski (u. a.)
Sprache: Englisch

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Beschreibung
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
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
Über den Autor

Tomasz Rolski, Mathematical Institute, University of Wroclaw, Poland.

Hanspeter Schmidli, Department of Theoretical Statistics, Aarhus University, Denmark.

Volker Schmidt, Faculty of Mathematics and Economics, University of Ulm, Germany.

Jozef Teugels, Department of Mathematics, Catholic University of Leuven, Belgium.

Inhaltsverzeichnis
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.
Details
Erscheinungsjahr: 1999
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Inhalt: XVIII
654 S.
ISBN-13: 9780471959250
ISBN-10: 0471959251
Sprache: Englisch
Einband: Gebunden
Autor: Rolski, Tomasz
Schmidli, Hanspeter
Schmidt, Volker
Teugels, Jozef L
Hersteller: Wiley
John Wiley & Sons
Maße: 235 x 157 x 44 mm
Von/Mit: Tomasz Rolski (u. a.)
Erscheinungsdatum: 12.03.1999
Gewicht: 1,247 kg
Artikel-ID: 101691839
Über den Autor

Tomasz Rolski, Mathematical Institute, University of Wroclaw, Poland.

Hanspeter Schmidli, Department of Theoretical Statistics, Aarhus University, Denmark.

Volker Schmidt, Faculty of Mathematics and Economics, University of Ulm, Germany.

Jozef Teugels, Department of Mathematics, Catholic University of Leuven, Belgium.

Inhaltsverzeichnis
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.
Details
Erscheinungsjahr: 1999
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Inhalt: XVIII
654 S.
ISBN-13: 9780471959250
ISBN-10: 0471959251
Sprache: Englisch
Einband: Gebunden
Autor: Rolski, Tomasz
Schmidli, Hanspeter
Schmidt, Volker
Teugels, Jozef L
Hersteller: Wiley
John Wiley & Sons
Maße: 235 x 157 x 44 mm
Von/Mit: Tomasz Rolski (u. a.)
Erscheinungsdatum: 12.03.1999
Gewicht: 1,247 kg
Artikel-ID: 101691839
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