Stochastic Processes for Insurance and Finance
Author:   Tomasz Rolski (University of Wroclaw, Poland) ,  Hanspeter Schmidli (Aarhus University, Denmark) ,  Volker Schmidt (University of Ulm, Germany) ,  Jozef L. Teugels (Catholic University of Leuven, Belgium)
Publisher:   John Wiley & Sons Inc
ISBN:  

9780471959250


Pages:   680
Publication Date:   21 January 1999
Format:   Hardback
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

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Stochastic Processes for Insurance and Finance


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Author:   Tomasz Rolski (University of Wroclaw, Poland) ,  Hanspeter Schmidli (Aarhus University, Denmark) ,  Volker Schmidt (University of Ulm, Germany) ,  Jozef L. Teugels (Catholic University of Leuven, Belgium)
Publisher:   John Wiley & Sons Inc
Imprint:   John Wiley & Sons Inc
Dimensions:   Width: 15.80cm , Height: 4.40cm , Length: 23.40cm
Weight:   1.134kg
ISBN:  

9780471959250


ISBN 10:   0471959251
Pages:   680
Publication Date:   21 January 1999
Audience:   Professional and scholarly ,  Professional and scholarly ,  Professional & Vocational ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

Table of Contents

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.

Reviews

...an excellent text... -- Australian & New Zealand Journal of Statistics


Author Information

Tomasz Rolski, Mathematical Institute, University of Wroclaw, Poland. Hanspeter Schmidli, Department of Theoretical Statistics, Aarhus University, Denmark. Volker Schmidt, Faculty of Mathematics and Economics, University of Ulm, Germany. Jozef Teugels, Department of Mathematics, Catholic University of Leuven, Belgium.

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