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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 this subject and specifically address:
* the principle concepts of 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 rigorous treatment of insurance risk theory recommended for researchers and students interested in applied probability as well as practitioners of actuarial sciences.
"An excellent text"
Australian & New Zealand Journal of 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 this subject and specifically address:
* the principle concepts of 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 rigorous treatment of insurance risk theory recommended for researchers and students interested in applied probability as well as practitioners of actuarial sciences.
"An excellent text"
Australian & New Zealand Journal of Statistics
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.
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
| Erscheinungsjahr: | 2009 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Inhalt: | 674 S. |
| ISBN-13: | 9780470743638 |
| ISBN-10: | 0470743638 |
| Sprache: | Englisch |
| Einband: | Kartoniert / Broschiert |
| Autor: |
Rolski, Tomasz
Schmidli, Hanspeter Schmidt, Volker Teugels, Jozef L |
| Hersteller: |
Wiley
John Wiley & Sons |
| Maße: | 229 x 152 x 36 mm |
| Von/Mit: | Tomasz Rolski (u. a.) |
| Erscheinungsdatum: | 09.03.2009 |
| Gewicht: | 0,96 kg |
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.
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
| Erscheinungsjahr: | 2009 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Inhalt: | 674 S. |
| ISBN-13: | 9780470743638 |
| ISBN-10: | 0470743638 |
| Sprache: | Englisch |
| Einband: | Kartoniert / Broschiert |
| Autor: |
Rolski, Tomasz
Schmidli, Hanspeter Schmidt, Volker Teugels, Jozef L |
| Hersteller: |
Wiley
John Wiley & Sons |
| Maße: | 229 x 152 x 36 mm |
| Von/Mit: | Tomasz Rolski (u. a.) |
| Erscheinungsdatum: | 09.03.2009 |
| Gewicht: | 0,96 kg |
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