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 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, starting from the axiomatic definition and continuing eventually to the most advanced financial tools.
發表於2024-12-23
Semi-Markov Risk Models for Finance, Insurance and Reliability 2024 pdf epub mobi 電子書 下載
圖書標籤: springer_finance quant Finance
Semi-Markov Risk Models for Finance, Insurance and Reliability 2024 pdf epub mobi 電子書 下載