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...
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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: |
In Prospector
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