Tomasz Rolski, Hanspeter Schmidli, V. Schmidt, Jozef L Teugels

Stochastic Processes for Insurance P

By Rolski, Tomasz; Schmidt, Volka; Schmidt, V. et al.

• Broschiertes Buch

Produktbeschreibung

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

Produktdetails

• Wiley Series in Probability and Statistics
• Verlag: Wiley & Sons
• 1. Auflage
• Seitenzahl: 672
• Erscheinungstermin: 9. März 2009
• Englisch
• Abmessung: 229mm x 152mm x 36mm
• Gewicht: 928g
• ISBN-13: 9780470743638
• ISBN-10: 0470743638
• Artikelnr.: 27699703

Autorenporträt

Tomasz Rolski is the author of Stochastic Processes for Insurance and Finance, published by Wiley. Hanspeter Schmidli is the author of Stochastic Processes for Insurance and Finance, published by Wiley.

Inhaltsangabe

Table of Contents: Concepts from Insurance and Finance. Probability
Distributions. Premiums and Ordering of Risks. Distributions of Aggregate
Claim Amount. Risk Processes. Renewal Processes and Random Walks. Markov
Chains. Continuous-Time Markov Models. Martingale Techniques I. Martingale
Techniques II. Piecewise Deterministic Markov Processes. Point Processes.
Diffusion Models. Distribution Tables. References. Index.