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

MAP20080014698

Semi-Markov risk models for finance, insurance and reliability / Jacques Janssen, Raimondo Manca. — Berlin : Springer, cop. 2007

XVII, 429 p. ; 24 cm.

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

ISBN 978-0-387-70729-7

1. Cálculo actuarial . 2. Modelos actuariales . 3. Procesos estocásticos . 4. Cálculo de probabilidades . 5. Modelos de simulación . I. Manca, Raimondo . II. Título.

FUNDACIÓN MAPFRE. Centro de Documentación

FUNDACIÓN MAPFRE. Centro de Documentación — Signatura: 6 SEM SEM — Nº de registro: 046116

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