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Stochastic Processes for Insurance & Finance (Hardcover) Loot Price: R6,174
Discovery Miles 61 740
Repayment Terms: R579 pm x 12*
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Stochastic Processes for Insurance & Finance (Hardcover): T. Rolski

Stochastic Processes for Insurance & Finance (Hardcover)

T. Rolski

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Loot Price R6,174 Discovery Miles 61 740 | Repayment Terms: R579 pm x 12*

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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. Discussing frequently asked insurance questions, the authors present a coherent overview of the subject and specifically address:
  • the principal concepts of insurance and finance
  • practical examples with real life data
  • numerical and algorithmic procedures essential for modern insurance practices
Assuming competence in probability calculus, this book will provide a rigorous treatment of insurance risk theory recommended for researchers and students interested in applied probability as well as practitioners of actuarial sciences.

General

Imprint: John Wiley & Sons
Country of origin: United States
Release date: 1999
First published: March 1999
Authors: T. Rolski
Dimensions: 235 x 165 x 46mm (L x W x T)
Format: Hardcover
Pages: 680
ISBN-13: 978-0-471-95925-0
Categories: Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
Books > Business & Economics > Finance & accounting > Finance > Insurance > General
Books > Money & Finance > Insurance > General
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LSN: 0-471-95925-1
Barcode: 9780471959250

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