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 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

Product form

£195.95

Includes FREE delivery
Usually despatched within days
Hardback by Tomasz Rolski , Hanspeter Schmidli

1 in stock

Short Description:

Stochastic Processes for Insurance and Finance offers a thorough yet accessible reference for researchers and practitioners of insurance mathematics. Building... Read more

    Publisher: John Wiley & Sons Inc
    Publication Date: 21/01/1999
    ISBN13: 9780471959250, 978-0471959250
    ISBN10: 0471959251

    Number of Pages: 680

    Non Fiction , Mathematics & Science , Education

    • Tell a unique detail about this product5

    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 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

    Customer Reviews

    Be the first to write a review
    0%
    (0)
    0%
    (0)
    0%
    (0)
    0%
    (0)
    0%
    (0)

    Recently viewed products

    © 2024 Book Curl,

      • American Express
      • Apple Pay
      • Diners Club
      • Discover
      • Google Pay
      • Maestro
      • Mastercard
      • PayPal
      • Shop Pay
      • Union Pay
      • Visa

      Login

      Forgot your password?

      Don't have an account yet?
      Create account