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Stochastic Processes for Insurance and Finance

ISBN: 978-0-471-95925-0
Hardcover
680 pages
March 1999
List Price: US $285.00
Government Price: US $197.08
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Other Available Formats: Paperback

Table of Contents:
Concepts from Insurance and Finance.
Probability Distributions.
Premiums and Ordering of Risks.
Distributions of Aggregate Claim Amount.
Risk Processes.
Renewal Processes and Random Walks.
Markov Chains.
Continuous-Time Markov Models.
Martingale Techniques I.
Martingale Techniques II.
Piecewise Deterministic Markov Processes.
Point Processes.
Diffusion Models.
Distribution Tables.
References.

Index.

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