Stochastic Processes for Insurance and Finance

Name: Stochastic Processes for Insurance and Finance
SKU: 3078489
Price: 671.99 AUD
Availability: InStock

By:

Format:

Hardback

Series:

Wiley Series in Probability and Statistics

Show Hide Adult Content

$671.99

Available from supplier

Usually ships in 3-4 weeks

0 in Trolley

Price Match

Wrap this item as a gift ($5.90) - add a free gift card on the next page

Buy Now, Pay Later with:

4 payments of $168.00 with Afterpay Learn more

Availability

Delivering to:

Estimated arrival:

Around 7-19 June using International Courier

Description

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 from 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 fairly rigorous treatment of insurance risk theory recommended for researchers and students interested in applied probability as well as practitioners of actuarial sciences. Wiley Series in Probability and Statistics

Author Biography:

Tomasz Rolski is the author of Stochastic Processes for Insurance and Finance, published by Wiley. Hanspeter Schmidli is the author of Stochastic Processes for Insurance and Finance, published by Wiley.

Release date Australia

January 21st, 1999

Author

Audience

Professional & Vocational

Pages

680

Series

Wiley Series in Probability and Statistics

Dimensions

158x234x44

ISBN-13

9780471959250

Product ID

3078489

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here