Stochastic Processes for Insurance C
Language: English
Published by John Wiley & Sons Mär 1999, 1999
- Hardcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 334.16
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Add to basketItem description from seller
Neuware - 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 from insurance and finance Practical examples with real life data Numerical and algorithmic procedures essential for modern insurance practicesAssuming competence in probability calculus, this book will provide a fairly rigorous treatment of insurance risk theory recommended for researchers and students interested in applied probability as well as practitioners of actuarial sciences.Wiley Series in Probability and Statistics.
Seller Inventory # 9780471959250
- Title
- Stochastic Processes for Insurance C
- Author
- Rolski
- Publisher
- John Wiley & Sons Mär 1999
- Publication year
- 1999
- Condition
- Neu
- Binding
- Buch
- Language
- English
- ISBN 10
- 0471959251
- ISBN 13
- 9780471959250
- Item weight
- 1,247 grams
- Dimensions
- 235x157x44 mm
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.
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