Stochastic Processes for Insurance and Finance (Wiley Series in Probability and Statistics)

by HanspeterSchmidli (Author), TomaszRolski (Author), V.Schmidt (Author), JozefTeugels (Author)

• New

  Paperback
  2008

  $80.26

  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.