Centro de Documentacion de Fundación MAPFRE - Semi-Markov risk models for finance, insurance and reliability

Publication: Berlin : Springer, cop. 2007Physical description: XVII, 429 p. ; 24 cm.Notes: Sumario: 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 Materia / lugar / evento: Cálculo actuarial Modelos actuariales Procesos estocásticos Cálculo de probabilidades Modelos de simulación Otros autores: Manca, Raimondo
Other categories: 6Standard numbers: ISBN 978-0-387-70729-7

Rights: In Copyright (InC)

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FUNDACIÓN MAPFRE. Centro de Documentación

FUNDACIÓN MAPFRE. Centro de Documentación — Signature: 6 SEM SEM — Record number: 046116

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