Semi-Markov Risk Models for Finance, Insurance and Reliability

Janssen Jacques and Manca Raimondo
Additional contact information
Janssen Jacques: Solvay Business School
Manca Raimondo: Università di Roma “La Sapienza”

in Springer Books from Springer

Date: 2007
ISBN: 978-0-387-70730-3
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Chapters in this book:

Ch Chapter 1 Probability Tools For Stochastic Modelling

Janssen Jacques and Manca Raimondo

Ch Chapter 2 Renewal Theory and Markov Chains

Janssen Jacques and Manca Raimondo

Ch Chapter 3 Markov Renewal Processes, Semi-Markov Processes and Markov Random Walks

Janssen Jacques and Manca Raimondo

Ch Chapter 4 Discrete Time and Reward Smp and their Numerical Treatment

Janssen Jacques and Manca Raimondo

Ch Chapter 5 Semi-Markov Extensions of the Black-Scholes Model

Janssen Jacques and Manca Raimondo

Ch Chapter 6 Other Semi-Markov Models in Finance and Insurance

Janssen Jacques and Manca Raimondo

Ch Chapter 7 Insurance Risk Models

Janssen Jacques and Manca Raimondo

Ch Chapter 8 Reliability and Credit Risk Models

Janssen Jacques and Manca Raimondo

Ch Chapter 9 Generalised Non-Homogeneous Models for Pension Funds and Manpower Management

Janssen Jacques and Manca Raimondo

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprbok:978-0-387-70730-3

Ordering information: This item can be ordered from
http://www.springer.com/9780387707303

DOI: 10.1007/0-387-70730-1

Access Statistics for this book

More books in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().