Título: Stochastic Processes For Insurance And Finance | ||
Autor: Rolski, T. ; H. Schmidli; V. Schmidt; J. Teugels | Precio: $1440.00 | |
Editorial: Wiley | Año: 2008 | |
Tema: | Edición: 1ª | |
Sinopsis | ISBN: 9780470743638 | |
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. |