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

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

• New

  Hardcover
  1999

  $233.10

  This text provides a source for professionals in the insurance industry who have a modest level of mathematical experience. It outlines classical results and provides an insight into recent developments in applied probability theory illustrating relevant applications in insurance mathematics.

• 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.