Semi-Markov Risk Models for Finance, Insurance and Reliability by Jacques Janssen, Raimondo Manca.

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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Bibliographic Details
Main Authors: Janssen, Jacques (Author), Manca, Raimondo (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer US : Imprint: Springer, 2007.
Edition:1st ed. 2007.
Series:Springer eBook Collection.
Subjects:
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.