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Description - Stochastic Processes for Insurance and Finance by Tomasz Rolski

The Wiley Paperback Series makes valuable content more accessible to a new generation of statisticians, mathematicians and scientists. 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. Discussing frequently asked insurance questions, the authors present a coherent overview of this subject and specifically address: the principle concepts of insurance and financepractical examples with real life datanumerical and algorithmic procedures essential for modern insurance practices Assuming competence in probability calculus, this book will provide a rigorous treatment of insurance risk theory recommended for researchers and students interested in applied probability as well as practitioners of actuarial sciences. An excellent text Australian & New Zealand Journal of Statistics

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Book Details

ISBN: 9780470743638
ISBN-10: 0470743638
Format: Paperback
(228mm x 166mm x 34mm)
Pages: 674
Imprint: Wiley-Blackwell
Publisher: John Wiley and Sons Ltd
Publish Date: 28-Oct-2008
Country of Publication: United States

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Books By Tomasz Rolski

Stochastic Processes for Insurance and Finance by Tomasz Rolski
Hardback, January 1999
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