Description

Book Synopsis
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.

Table of Contents
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.

Stochastic Processes for Insurance P

    Product form

    £67.46

    Includes FREE delivery

    RRP £74.95 – you save £7.49 (9%)

    Order before 4pm today for delivery by Tue 7 Jul 2026.

    A Paperback / softback by Tomasz Rolski, Hanspeter Schmidli, V. Schmidt

      Trusted by thousands of customers. See 2,385+ Customer Reviews

      View other formats and editions of Stochastic Processes for Insurance P by Tomasz Rolski

      Publisher: John Wiley & Sons Inc
      Publication Date: 28/10/2008
      ISBN13: 9780470743638, 978-0470743638
      ISBN10: 0470743638
      Also in:
      Mathematics

      Description

      Book Synopsis
      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.

      Table of Contents
      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.

      Recently viewed products

      © 2026 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