Mendeley出力
＜図書＞
Stochastic processes for insurance and finance
| 責任表示 | Tomasz Rolski ... [et al.] |
|---|---|
| シリーズ | Wiley series in probability and mathematical statistics |
| データ種別 | 図書 |
| 出版情報 | Chichester : J. Wiley , c1999 |
| 本文言語 | 英語 |
| 大きさ | xviii, 654 p. ; 24 cm |
| 概要 | "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 ap...lied 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 the subject and specifically address: The principal concepts from 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 fairly rigorous treatment of insurance risk theory recommended for researchers and students interested in applied probability as well as practitioners of actuarial sciences. Wiley Series in Probability and Statistics 続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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中央図 3B | 331.19/St 7/19991239 | 1999 |
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017211999012396 |
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理系図3F 数理独自 | ROLS/10/1 | c1999 |
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023211999000451 |
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書誌詳細
| 一般注記 | Bibliography: p. [617]-638 Includes index |
|---|---|
| 著者標目 | Rolski, Tomasz |
| 件 名 | LCSH:Insurance -- Mathematical models
全ての件名で検索
LCSH:Finance -- Mathematical models 全ての件名で検索 LCSH:Stochastic processes |
| 分 類 | NDC9:331.19 LCC:HG8781 DC21:332/.01/5118 |
| 書誌ID | 1000285400 |
| ISBN | 0471959251 |
| NCID | BA39782847 |
| 巻冊次 | ISBN:0471959251 |
| 登録日 | 2009.09.11 |
| 更新日 | 2017.10.03 |