Stochastic Processes for Insurance and Finance
Language: English
Published by John Wiley and Sons Ltd, 1999
- Hardcover
- New
Seller: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
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Add to basketItem description from seller
This text provides a source for professionals in the insurance industry who have a modest level of mathematical experience. It outlines classical results and provides an insight into recent developments in applied probability theory illustrating relevant applications in insurance mathematics. Series: Wiley Series in Probability and Statistics. Num Pages: 680 pages, black & white illustrations. BIC Classification: KFFN; PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 238 x 162 x 43. Weight in Grams: 1126. . 1999. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.
Seller Inventory # V9780471959250
- Title
- Stochastic Processes for Insurance and Finance
- Author
- Tomasz Rolski
- Publisher
- John Wiley and Sons Ltd
- Publication year
- 1999
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0471959251
- ISBN 13
- 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
"Synopsis" may belong to another edition of this title.
About the Author
Tomasz Rolski, Mathematical Institute, University of Wroclaw, Poland.
Hanspeter Schmidli, Department of Theoretical Statistics, Aarhus University, Denmark.
Volker Schmidt, Faculty of Mathematics and Economics, University of Ulm, Germany.
Jozef Teugels, Department of Mathematics, Catholic University of Leuven, Belgium.
"About the title" may belong to another edition of this title.
Kennys Bookstore
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