Stochastic Processes for Insurance and Finance (Wiley Series in Probability and Statistics)
Stochastic Processes for Insurance and Finance (Wiley Series in Probability and Statistics)
Editorial Reviews
Book 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 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.
Back Cover Copy
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 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.
Stochastic Processes for Insurance and Finance (Wiley Series in Probability and Statistics),Tomasz Rolski,Hanspeter Schmidli,Volker Schmidt,Jozef Teugels,John Wiley & Sons,0471959251,Business & Economics,Business / Economics / Finance,Business/Economics,Finance,Insurance,Insurance - General,Mathematical models,Probability & Statistics - General,Statistics,Stochastic Processes,Actuarial studies,Mathematics / Statistics,Stochastics
Book Details:
- Swap and Derivative Financing: The Global Reference to Products, Pricing, Applications and Markets, Revised Edition
- Systemic Financial Crises : Containment and Resolution
- Telecommunications Cost Management (Artech House Telecommunications Library)
- The Big Tech Score: A Top Wall Street Analyst Reveals 10 Secrets to Investing Success
- The Bond Market: Trading and Risk Management
- The Business of Options: Time-Tested Principles and Practices
- The Contrarian Investor's Thirteen : How to Earn Superior Returns in the Stockmarket
- The CRB Encyclopedia of Commodity and Financial Prices + CD-ROM
- The Dynamic Option Selection System : Analyzing Markets and Managing Risk (Wiley Trading)
- The Equity Trader Course (Wiley Trading)
Book Details
Recommended Books
- On Kawara
- The Handbook of Real Estate Portfolio Management
- Levy Processes in Finance : Pricing Financial Derivatives
- Real Prosperity : Using the Power of Intuition to Create Financial and Spiritual Abundance
- Healthcare in the Information Age, Medicine Meets Virtual Reality
- Introduction to Biodeterioration
- Graphical Models
- Laurence Sterne
- Legends of Nevermore County
- Lasagna: The Art of Layered Cooking
- How to Simply Cut Children's Hair: Step by Step Guide to Cutting, Perming and Highlighting Children'
- I Can Grow Things : How-to-Grow Activity Projects for the Very Young
- Kings of Celtic Scotland:
- Laboratory Investigations in Cell and Molecular Biology
- Gay & Lesbian London