Semi-Markov risk models for finance, insurance and reliability

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<namePart>Janssen, Jacques</namePart>
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<namePart>Manca, Raimondo</namePart>
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<abstract displayLabel="Summary">Probability tools for stochastic modelling -- 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 </abstract>
<note type="statement of responsibility">Jacques Janssen, Raimondo Manca</note>
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<topic>Procesos estocásticos</topic>
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<topic>Cálculo de probabilidades</topic>
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<topic>Modelos de simulación</topic>
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