You are here

Semi-Markov Risk Models for Finance, Insurance and Reliability

Publisher: 
Springer Verlag
Number of Pages: 
429
Price: 
79.95
ISBN: 
9780387707297
Date Received: 
Wednesday, April 11, 2007
Reviewable: 
No
Include In BLL Rating: 
No
Reviewer Email Address: 
Jacques Janssen and Raimondo Manca
Publication Date: 
2007
Format: 
Hardcover
Category: 
Monograph

 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.

Publish Book: 
Modify Date: 
Wednesday, April 11, 2007

Dummy View - NOT TO BE DELETED