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Stochastic Processes for Insurance and Finance
Tomasz Rolski
Hanspeter Schmidli
V. Schmidt
Jozef L. Teugels
出版
John Wiley & Sons
, 2009-09-25
主題
Mathematics / Probability & Statistics / General
Mathematics / General
Mathematics / Probability & Statistics / Stochastic Processes
ISBN
0470317884
9780470317884
URL
http://books.google.com.hk/books?id=Mcivgw2meSYC&hl=&source=gbs_api
EBook
SAMPLE
註釋
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