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Stochastic Processes for Insurance and Finance

By: Tomasz Rolski (Author) , Hanspeter Schmidli (Author) , V. Schmidt (Author)

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Ksh 17,300.00

Format: Paperback or Softback

ISBN-13: 9780470743638

Publisher: John Wiley & Sons Inc

Publication Date: Oct 28th, 2008

Weight: 970 grams

Dimension: 15.70 x 23.10 x 4.00 cms

Category: Insurance & actuarial studies

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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.

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