Semi-Markov Risk Models for Finance, Insurance and Reliability, Jacques Janssen; Raimondo Manca

Автор: Charles S. Tapiero
Название: Applied Stochastic Models and Control for Finance and Insurance
ISBN: 1461376696 ISBN-13(EAN): 9781461376699
Издательство: Springer
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Цена: 139750.00 T
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Описание: Applied Stochastic Models and Control for Finance and Insurance presents at an introductory level some essential stochastic models applied in economics, finance and insurance.

Автор: Ohlsson
Название: Non-life insurance pricing with generalized linear models
ISBN: 3642107907 ISBN-13(EAN): 9783642107900
Издательство: Springer
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Цена: 41920.00 T
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Описание: This book focuses on methods based on generalized linear models (GLMs) that have been found useful in actuarial practice and provides a set of tools for a tariff analysis. It presents the basic theory of GLMs as well as useful extensions.

Автор: X. Sheldon Lin
Название: Introductory Stochastic Analysis for Finance and Insurance
ISBN: 0471716421 ISBN-13(EAN): 9780471716426
Издательство: Wiley
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Цена: 137230.00 T
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Описание: Incorporates the many tools needed for modeling and pricing in finance and insurance Introductory Stochastic Analysis for Finance and Insurance introduces readers to the topics needed to master and use basic stochastic analysis techniques for mathematical finance.

Автор: B?lviken
Название: Computation and Modelling in Insurance and Finance
ISBN: 0521830486 ISBN-13(EAN): 9780521830485
Издательство: Cambridge Academ
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Цена: 124610.00 T
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Описание: This practical introduction outlines methods for analysing actuarial and financial risk at a fairly elementary mathematical level suitable for graduate students, actuaries and other analysts in the industry who could use simulation as a problem solver. Numerous exercises with R-code illustrate the text.

Автор: Kriele, Marcus, Wolf, Jochen
Название: Value-Oriented Risk Management of Insurance Companies
ISBN: 1447163044 ISBN-13(EAN): 9781447163046
Издательство: Springer
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Цена: 60550.00 T
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Описание: This interdisciplinary book explores both actuarial methods and methods pertaining to classical internal control and classical risk management. The text offers insight on risk capital, capital allocation, performance measurement and value-oriented management.

Автор: Adiel Teixeira de Almeida; Cristiano Alexandre Vir
Название: Multicriteria and Multiobjective Models for Risk, Reliability and Maintenance Decision Analysis
ISBN: 3319179683 ISBN-13(EAN): 9783319179681
Издательство: Springer
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Цена: 121110.00 T
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Описание: Multicriteria and Multiobjective Models for Risk, Reliability and Maintenance Decision Analysis

Автор: Guglielmo d`Amico, Giuseppe di Biase, Jacques Janssen, Raimondo Manca
Название: Semi-Markov Migration Models for Credit Risk
ISBN: 1848219059 ISBN-13(EAN): 9781848219052
Издательство: Wiley
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Цена: 146730.00 T
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Описание: Credit risk is one of the most important contemporary problems for banks and insurance companies. Indeed, for banks, more than forty percent of the equities are necessary to cover this risk.

Автор: Rogemar S. Mamon; Robert J Elliott
Название: Hidden Markov Models in Finance
ISBN: 1441943803 ISBN-13(EAN): 9781441943804
Издательство: Springer
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Цена: 102480.00 T
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Описание: Hidden Markov Models in Finance offers the first systematic application of these methods to specialized financial problems: option pricing, credit risk modeling, volatility estimation and more.

Автор: N. Limnios; G. Oprisan
Название: Semi-Markov Processes and Reliability
ISBN: 1461266408 ISBN-13(EAN): 9781461266402
Издательство: Springer
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Цена: 95770.00 T
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Описание: Not even a serious study of the renewal processes is possible without using the strong tool of Markov processes. The semi-Markov processes generalize the renewal processes as well as the Markov jump processes and have numerous applications, especially in relia- bility.

Автор: Rogemar S. Mamon; Robert J. Elliott
Название: Hidden Markov Models in Finance
ISBN: 1489979670 ISBN-13(EAN): 9781489979674
Издательство: Springer
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Цена: 102480.00 T
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Описание: This book offers cutting-edge research developments and applications of Hidden Markov Models (HMMs) to finance and closely allied fields. It will help readers to use HMMs to accurately and efficiently capture many of the processes in the financial market.

Автор: Elliott, Robert J.
Название: Hidden Markov Models in Finance. Further Development and Applications. Vol. 2
ISBN: 1489974415 ISBN-13(EAN): 9781489974419
Издательство: Springer
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Цена: 130430.00 T
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Описание: This book offers cutting-edge research developments and applications of Hidden Markov Models (HMMs) to finance and closely allied fields. It will help readers to use HMMs to accurately and efficiently capture many of the processes in the financial market.

Автор: Steland
Название: Financial Statistics and Mathematical Finance: Methods, Models and Applications
ISBN: 0470710586 ISBN-13(EAN): 9780470710586
Издательство: Wiley
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Цена: 68110.00 T
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Описание: *Provides an introduction to the basics of financial statistics and mathematical finance.