000			02952nam a22004815i 4500
001			978-0-387-70730-3
003			DE-He213
005			20250710084010.0
007			cr nn 008mamaa
008			100301s2007 xxu| s |||| 0|eng d
020			_a9780387707303 _a99780387707303
024	7		_a10.1007/0-387-70730-1 _2doi
082	0	4	_a519.2 _223
100	1		_aJacques, Janssen. _eauthor.
245	1	0	_aSemi-Markov Risk Models for Finance, Insurance and Reliability _h[recurso electrónico] / _cby Janssen Jacques, Manca Raimondo.
264		1	_aBoston, MA : _bSpringer US, _c2007.
300			_aXVII, 429 p. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_arecurso en línea _bcr _2rdacarrier
347			_atext file _bPDF _2rda
505	0		_aProbability Tools For Stochastic Modelling -- Renewal Theory and Markov Chains -- Markov Renewal Processes, Semi-Markov Processes and Markov Random Walks -- Discrete Time and Reward Smp and their Numerical Treatment -- Semi-Markov Extensions of the Black-Scholes Model -- Other Semi-Markov Models in Finance and Insurance -- Insurance Risk Models -- Reliability and Credit Risk Models -- Generalised Non-Homogeneous Models for Pension Funds and Manpower Management.
520			_aThis book presents applications of semi-Markov processes in finance, insurance and reliability, using real-life problems as examples. After a presentation of the main probabilistic tools necessary for understanding of the book, the authors show how to apply semi-Markov processes in finance, starting from the axiomatic definition and continuing eventually to the most advanced financial tools, particularly in insurance and in risk-and-ruin theories. Also considered are reliability problems that interact with credit risk theory in finance. The unique approach of this book is to solve finance and insurance problems with semi-Markov models in a complete way and furthermore present real-life applications of semi-Markov processes. Audience This book is intended for applied mathematicians, statisticians, financial intermediaries, actuaries, engineers, operations researchers.
650		0	_aMATHEMATICS.
650		0	_aFINANCE.
650		0	_aNUMERICAL ANALYSIS.
650		0	_aDISTRIBUTION (PROBABILITY THEORY).
650		0	_aBANKS AND BANKING.
650	1	4	_aMATHEMATICS.
650	2	4	_aPROBABILITY THEORY AND STOCHASTIC PROCESSES.
650	2	4	_aQUANTITATIVE FINANCE.
650	2	4	_aFINANCE /BANKING.
650	2	4	_aFINANCIAL ECONOMICS.
650	2	4	_aNUMERICAL ANALYSIS.
700	1		_aRaimondo, Manca. _eauthor.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9780387707297
856	4	0	_uhttp://dx.doi.org/10.1007/0-387-70730-1 _zVer el texto completo en las instalaciones del CICY
912			_aZDB-2-SMA
942			_2ddc _cER
999			_c58159 _d58159