Semi-Markov Risk Models for Finance, Insurance and Reliability
Janssen, Jacques; Manca, Raimondo
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Description for Semi-Markov Risk Models for Finance, Insurance and Reliability
Paperback. Num Pages: 448 pages, biography. BIC Classification: KF; PBWL. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 23. Weight in Grams: 682.
This book aims to give a complete and self-contained presentation of semi- Markov models with finitely many states, in view of solving real life problems of risk management in three main fields: Finance, Insurance and Reliability providing a useful complement to our first book (Janssen and Manca (2006)) which gives a theoretical presentation of semi-Markov theory. However, to help assure the book is self-contained, the first three chapters provide a summary of the basic tools on semi-Markov theory that the reader will need to understand our presentation. For more details, we refer the reader to our first book (Janssen and ... Read more
This book aims to give a complete and self-contained presentation of semi- Markov models with finitely many states, in view of solving real life problems of risk management in three main fields: Finance, Insurance and Reliability providing a useful complement to our first book (Janssen and Manca (2006)) which gives a theoretical presentation of semi-Markov theory. However, to help assure the book is self-contained, the first three chapters provide a summary of the basic tools on semi-Markov theory that the reader will need to understand our presentation. For more details, we refer the reader to our first book (Janssen and ... Read more
Product Details
Format
Paperback
Publication date
2010
Publisher
Springer-Verlag New York Inc. United States
Number of pages
448
Condition
New
Number of Pages
430
Place of Publication
New York, NY, United States
ISBN
9781441943576
SKU
V9781441943576
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Semi-Markov Risk Models for Finance, Insurance and Reliability
From the reviews: "The book under review aims to give a complete and self-contained presentation of semi-Markov models with finitely many states, in view of solving real life problems of risk management in three main fields: Finance, Insurance and Reliability. … important feature of this book is its presentation of both homogenous and non-homogenous models. ... Read more