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Stochastic Processes for Insurance and Finance
Tomasz Rolski
€ 240.02
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Description for Stochastic Processes for Insurance and Finance
Hardcover. 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.
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 practices
Assuming competence in probability calculus, this book ... Read more
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 practices
Assuming competence in probability calculus, this book ... Read more
Product Details
Format
Hardback
Publication date
1999
Publisher
John Wiley and Sons Ltd United Kingdom
Number of pages
680
Condition
New
Series
Wiley Series in Probability and Statistics
Number of Pages
680
Place of Publication
New York, United States
ISBN
9780471959250
SKU
V9780471959250
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Tomasz Rolski
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.
Reviews for Stochastic Processes for Insurance and Finance
"...an excellent text..."
Australian & New Zealand Journal of Statistics
Australian & New Zealand Journal of Statistics