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totalt 43 treff
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 …
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 …
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 …
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, …
Semi-Markov Models and Applications
This book presents a selection of papers presented to the Second Inter national Symposium on Semi-Markov Models: Theory and Applications held in Compiegne (France) in December …
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, …
Semi-Markov Migration Models for Credit Risk
Credit risk is one of the most important contemporary problems for banks and insurance companies. Indeed, for banks, more than forty percent of the equities are necessary to cover …
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 …
Semi-Markov Migration Models for Credit Risk
Credit risk is one of the most important contemporary problems for banks and insurance companies. Indeed, for banks, more than forty percent of the equities are necessary to cover …
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 …
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 …
Basic Stochastic Processes
This book presents basic stochastic processes, stochastic calculus including Lévy processes on one hand, and Markov and Semi Markov models on the other. From the financial point of …