Semi-Markov risk models for finance, insurance and reliability
This book presents applications of semi-Markov processes in finance, insurance and reliability, using real-life problems as examples. After a presentation of the main probabilistic tools necessary for understanding of the book, the authors show how to apply semi-Markov processes in finance, starting...
| Main Author: | Janssen, Jacques, 1939- |
|---|---|
| Other Authors: | Manca, Raimondo., SpringerLink (Online service) |
| Format: | eBook |
| Language: | English |
| Published: |
New York :
Springer,
©2007.
New York : [2007] |
| Physical Description: |
1 online resource (xvii, 429 pages) : illustrations. |
| Subjects: |
CMU Electronic Access
Electronic Resource Click Here| Location | Call Number: | Status |
|---|---|---|
| CMU Electronic Access | Available |