Stochastic Processes for Insurance and FinanceISBN: 978-0-471-95925-0
Hardcover
680 pages
March 1999
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Other Available Formats: Paperback
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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.
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.