Semi-Markov Risk Models for Finance, Insurance and Reliability

Semi-Markov Risk Models for Finance, Ins

📁 Semi-Markov Risk Models for Finance, Insurance and Reliability

✍ Jacques Janssen, Raimondo Manca 📂 Library 📅 2010 🏛 Springer 🌐 English

Everyone working in related fields from applied mathematicians to statisticians to actuaries and operations researchers will find this a brilliantly useful practical text. The book presents applications of semi-Markov processes in finance, insurance and reliability, using real-life problems as examp

Semi-Markov Risk Models for Finance, Ins

📁 Semi-Markov Risk Models for Finance, Insurance and Reliability

✍ Jacques Janssen, Raimondo Manca 📂 Library 📅 2007 🏛 Springer 🌐 English

<P>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, start

Semi-Markov Risk Models for Finance, Ins

📁 Semi-Markov Risk Models for Finance, Insurance and Reliability

✍ Jacques Janssen, Raimondo Manca 📂 Library 📅 2007 🏛 Springer 🌐 English

<P>Everyone working in related fields from applied mathematicians to statisticians to actuaries and operations researchers will find this a brilliantly useful practical text. The book presents applications of semi-Markov processes in finance, insurance and reliability, using real-life problems as ex

Semi-markov risk models for finance, ins

📁 Semi-markov risk models for finance, insurance and reliability

✍ Jacques Janssen, Raimondo Manca 📂 Library 📅 2007 🏛 Springer 🌐 English

Semi-Markov Risk Models for Finance, Ins

📁 Semi-Markov Risk Models for Finance, Insurance and Reliability

✍ Jacques Janssen, Raimondo Manca 📂 Library 📅 2007 🏛 Springer 🌐 English

<P>Everyone working in related fields from applied mathematicians to statisticians to actuaries and operations researchers will find this a brilliantly useful practical text. The book presents applications of semi-Markov processes in finance, insurance and reliability, using real-life problems as ex

Semi-Markov migration models for credit

📁 Semi-Markov migration models for credit risk

✍ Biase, Giuseppe Di; D'Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo 📂 Library 📅 2017 🏛 ISTE 🌐 English

Credit risk is one of the most important contemporary problems for banks and insurance companies. Indeed, for banks, more than forty percent of the equities are necessary to cover this risk. Though this problem is studied by large rating agencies with substantial economic, social and financial tools