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totalt 42 treff
Applied Semi-Markov Processes
Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. The book is self-contained and, starting from a low level of probability …
Stochastic Methods for Pension Funds
Quantitative finance has become these last years a extraordinary field of research and interest as well from an academic point of view as for practical applications. At the same …
Semi-Markov Risk Models for Finance, Insurance and Reliability
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 …
VaR Methodology for Non-Gaussian Finance
With the impact of the recent financial crises, more attention must be given to new models in finance rejecting Black-Scholes-Samuelson assumptions leading to what is called …
Basic Stochastic Processes
This book presents basic stochastic processes, stochastic calculus including L vy processes on one hand, and Markov and Semi Markov models on the other. From the financial point of …
Advances in Stochastic Modelling and Data Analysis
Advances in Stochastic Modelling and Data Analysis presents the most recent developments in the field, together with their applications, mainly in the areas of insurance, …
Data Analysis
This book is the result of the fourth International Symposium on Data Analysis held on June 1985 at the Universite Libre de Bruxelles with the help'of the European Institute for …
Basic Stochastic Processes
This book presents basic stochastic processes, stochastic calculus including L vy processes on one hand, and Markov and Semi Markov models on the other. From the financial point of …
Asset and Liability Management for Banks and Insurance Companies
This book introduces ALM in the context of banks and insurance companies. Although this strategy has a core of fundamental frameworks, models may vary between banks and insurance …
Applied Diffusion Processes from Engineering to Finance
The aim of this book is to promote interaction between engineering, finance and insurance, as these three domains have many models and methods of solution in common for solving …
Semi-Markov Models
This book is the result of the International Symposium on Semi Markov Processes and their Applications held on June 4-7, 1984 at the Universite Libre de Bruxelles with the help of …
Big Data for Insurance Companies
This book will be a "e;must"e; for people who want good knowledge of big data concepts and their applications in the real world, particularly in the field of insurance. It …