Semi-Markov risk models for finance, insurance and reliability
This book presents applications of semi-Markov processes in finance, insurance and reliability, using real-life problems as examples. After a presentation of the main probabilistic tools necessary for understanding of the book, the authors show how to apply semi-Markov processes in finance, starting...
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Formato: | Libro electrónico |
Idioma: | Inglés |
Publicado: |
New York :
Springer
c2007.
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Edición: | 1st ed. 2007. |
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Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009461037506719 |