skip to content
Semi-Markov Risk Models for Finance, Insurance and Reliability Preview this item
ClosePreview this item

Semi-Markov Risk Models for Finance, Insurance and Reliability

Author: Jacques Janssen; Raimondo Manca
Publisher: [New York] : Springer Science+Business Media, LLC, 2007.
Edition/Format:   Print book : EnglishView all editions and formats

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  Read more...


(not yet rated) 0 with reviews - Be the first.

More like this

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...


Document Type: Book
All Authors / Contributors: Jacques Janssen; Raimondo Manca
ISBN: 9780387707297 0387707298 9780387707303 0387707301
OCLC Number: 318298896
Contents: Probability 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.
Responsibility: Jacques Janssen.


Editorial reviews

Publisher Synopsis

From the reviews:"The book under review aims to give a complete and self-contained presentation of semi-Markov models with finitely many states, in view of solving real life problems of risk Read more...

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...


Be the first.

Similar Items

Related Subjects:(1)

Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data

Primary Entity

<> # Semi-Markov Risk Models for Finance, Insurance and Reliability
    a schema:CreativeWork, schema:Book ;
   library:oclcnum "318298896" ;
   library:placeOfPublication <> ;
   library:placeOfPublication <> ; # New York
   schema:about <> ; # Marcov, Procesos de
   schema:about <> ;
   schema:bookFormat bgn:PrintBook ;
   schema:contributor <> ; # Raimondo Manca
   schema:creator <> ; # Jacques Janssen
   schema:datePublished "2007" ;
   schema:exampleOfWork <> ;
   schema:inLanguage "en" ;
   schema:name "Semi-Markov Risk Models for Finance, Insurance and Reliability" ;
   schema:productID "318298896" ;
   schema:publication <> ;
   schema:publisher <> ; # Springer Science+Business Media, LLC
   schema:workExample <> ;
   schema:workExample <> ;
   wdrs:describedby <> ;

Related Entities

<> # New York
    a schema:Place ;
   schema:name "New York" ;

<> # Springer Science+Business Media, LLC
    a bgn:Agent ;
   schema:name "Springer Science+Business Media, LLC" ;

<> # Marcov, Procesos de
    a schema:Intangible ;
   schema:name "Marcov, Procesos de" ;

<> # Raimondo Manca
    a schema:Person ;
   schema:familyName "Manca" ;
   schema:givenName "Raimondo" ;
   schema:name "Raimondo Manca" ;

<> # Jacques Janssen
    a schema:Person ;
   schema:familyName "Janssen" ;
   schema:givenName "Jacques" ;
   schema:name "Jacques Janssen" ;

    a schema:ProductModel ;
   schema:isbn "0387707298" ;
   schema:isbn "9780387707297" ;

    a schema:ProductModel ;
   schema:isbn "0387707301" ;
   schema:isbn "9780387707303" ;

Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.