Stochastic Processes for Insurance and Finance
Volker Schmidt author Hanspeter Schmidli author Jozef L Teugels author Tomasz Rolski author
Format:Paperback
Publisher:John Wiley & Sons Inc
Published:28th Oct '08
Currently unavailable, and unfortunately no date known when it will be back
This paperback is available in another edition too:
- Hardback£195.95(9780471959250)
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.
"An excellent text."
—Australian & New Zealand Journal of Statistics
"An excellent text."
—Australian & New Zealand Journal of Statistics
ISBN: 9780470743638
Dimensions: 231mm x 154mm x 37mm
Weight: 936g
672 pages