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Semi-Markov Risk Models for Finance, Insurance and Reliability

Jacques Janssen and Raimondo Manca
Publisher: 
Springer Verlag
Publication Date: 
2007
Number of Pages: 
429
Format: 
Hardcover
Price: 
79.95
ISBN: 
9780387707297
Category: 
Monograph
We do not plan to review this book.

 Preface.- Probability Tools for Stochastic Modeling.- Renewal Theory and Markov Chains.- Markov Renewal Processes, Semi-Markov Processes and Markov Random Walks.- Discrete Time and Reward SMP and Their Numerical Treatment.- Semi-Markov Extensions of the Black-Scholes Model.- Other Semi-Markov Models in Finance and Insurance.- Insurance Risk Models.- Reliability and Credit Risk Models.- Generalised Non-Homogeneous Models for Pension Funds and Manpower Management.- References.- Author Index.- Subject Index.

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