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008 150903s2007 xxu| o |||| 0|eng d
020 _a9780387707303
_99780387707303
024 7 _a10.1007/0387707301
_2doi
035 _avtls000332059
039 9 _a201509030721
_bVLOAD
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040 _aMX-SnUAN
_bspa
_cMX-SnUAN
_erda
050 4 _aQA273.A1-274.9
100 1 _aJacques, Janssen.
_eautor
_9304909
245 1 0 _aSemi-Markov Risk Models for Finance, Insurance and Reliability /
_cby Janssen Jacques, Manca Raimondo.
264 1 _aBoston, MA :
_bSpringer US,
_c2007.
300 _axvii, 429 páginas
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
500 _aSpringer eBooks
505 0 _aProbability Tools For Stochastic Modelling -- Renewal Theory and Markov Chains -- Markov Renewal Processes, Semi-Markov Processes and Markov Random Walks -- Discrete Time and Reward Smp and their Numerical Treatment -- Semi-Markov Extensions of the Black-Scholes Model -- Other Semi-Markov Models in Finance and Insurance -- Insurance Risk Models -- Reliability and Credit Risk Models -- Generalised Non-Homogeneous Models for Pension Funds and Manpower Management.
520 _aThis 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 from the axiomatic definition and continuing eventually to the most advanced financial tools, particularly in insurance and in risk-and-ruin theories. Also considered are reliability problems that interact with credit risk theory in finance. The unique approach of this book is to solve finance and insurance problems with semi-Markov models in a complete way and furthermore present real-life applications of semi-Markov processes. Audience This book is intended for applied mathematicians, statisticians, financial intermediaries, actuaries, engineers, operations researchers.
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700 1 _aRaimondo, Manca.
_eautor
_9304910
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9780387707297
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/0-387-70730-1
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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999 _c280159
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