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Stochastic Processes for Insurance and Finance (0471959251) cover image
Stochastic Processes for Insurance and Finance
ISBN: 978-0-471-95925-0
Hardcover
680 pages
March 1999
US $240.00 Add to Cart

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  • Description
  • Table of Contents
Concepts from Insurance and Finance.

Probability Distributions.

Premiums and Ordering of Risks.

Distributions of Aggregate Claim Amount.

Risk Processes.

Renewal Processes and Random Walks.

Markov Chains.

Continuous-Time Markov Models.

Martingale Techniques I.

Martingale Techniques II.

Piecewise Deterministic Markov Processes.

Point Processes.

Diffusion Models.

Distribution Tables.

References.

Index.

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