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Rolski, Tomasz

Stochastic Processes for Insurance and Finance

Rolski, Tomasz - Stochastic Processes for Insurance and Finance, ebook

208,30€

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ISBN: 9780470317884
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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

Author(s)
 
 
 
Publisher
John Wiley and Sons, Inc.
Publication year
1999
Language
en
Edition
1
Series
Wiley Series in Probability and Statistics
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9780470317884
Printed ISBN
9780471959250

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