Stochastic Processes for Insurance and Finance (eBook)

Tomasz Rolski, Hanspeter Schmidli, Volker Schmidt, Jozef L. Teugels (Autoren)

eBook Download: PDF

2009
John Wiley & Sons (Verlag)
978-0-470-31788-4 (ISBN)

Infos

The Wiley Paperback Series makes valuable content more accessible to a new generation of statisticians, mathematicians and scientists. 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. "e;An excellent text."e; Australian & New Zealand Journal of Statistics

Autor

Tomasz Rolski is the author of Stochastic Processes for Insurance and Finance, published by Wiley. Hanspeter Schmidli is the author of Stochastic Processes for Insurance and Finance, published by Wiley.

Inhalt

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.

Produkt-Details

• Erscheint lt. Verlag: 25.9.2009
• Reihe/Serie: Wiley Series in Probability and Statistics
• Reihe/Serie: Wiley Series in Probability and Statistics
• Reihe/Serie: Wiley Series in Probability and Statistics
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• Themenwelt: Recht / Steuern ► Wirtschaftsrecht
• Themenwelt: Technik
• Themenwelt: Betriebswirtschaft / Management ► Spezielle Betriebswirtschaftslehre ► Versicherungsbetriebslehre
• Schlagworte: accessible • available • books • consists • Consumers • effort • Engineering statistics • Finanzmathematik • Finanz- u. Wirtschaftsstatistik • Generations • hopes • Institute • insurance • Lives • New • Paperback • processes • rolski • schmidli • series • Softcover • statisticians • Statistics • Statistics for Finance, Business & Economics • Statistik • Statistik in den Ingenieurwissenschaften • stochastic • Stochastik • unabridged • Versicherungsmathematik • Volumes • Works • Wroclaw
• ISBN-10: 0-470-31788-4 / 0470317884
• ISBN-13: 978-0-470-31788-4 / 9780470317884