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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Detalles Bibliográficos
Autor principal: Janssen, Jacques, 1939- (-)
Otros Autores: Manca, Raimondo
Formato: Libro electrónico
Idioma:Inglés
Publicado: New York : Springer c2007.
Edición:1st ed. 2007.
Materias:
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009461037506719
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por Janssen, Jacques, 1939-
Publicado 2007
Libro electrónico