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Stochastic processes for insurance and finance

Stochastic processes for insurance and finance (7회 대출)

자료유형
단행본
개인저자
Rolski, Tomasz.
서명 / 저자사항
Stochastic processes for insurance and finance / Tomasz Rolski ... [et al.].
발행사항
Chicester ;   New York :   J. Wiley ,   1999.  
형태사항
xviii, 654 p. ; 24 cm.
총서사항
Wiley series in probability and statistics
ISBN
0471959251 (cased : alk. paper)
서지주기
Includes bibliographical references (p. [617]-638) and index.
일반주제명
Insurance -- Mathematical models. Finance -- Mathematical models. Stochastic processes.
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005 20000608152416
008 980922s1999 enk b 001 0 eng
010 ▼a 98044624
020 ▼a 0471959251 (cased : alk. paper)
040 ▼a DLC ▼c DLC ▼d UKM
049 ▼l 111157704
050 0 0 ▼a HG8781 ▼b .S74 1999
082 0 0 ▼a 332/.01/5118 ▼2 21
090 ▼a 332.01 ▼b S864
245 0 0 ▼a Stochastic processes for insurance and finance / ▼c Tomasz Rolski ... [et al.].
260 ▼a Chicester ; ▼a New York : ▼b J. Wiley , ▼c 1999.
300 ▼a xviii, 654 p. ; ▼c 24 cm.
440 0 ▼a Wiley series in probability and statistics
504 ▼a Includes bibliographical references (p. [617]-638) and index.
650 0 ▼a Insurance ▼x Mathematical models.
650 0 ▼a Finance ▼x Mathematical models.
650 0 ▼a Stochastic processes.
700 1 ▼a Rolski, Tomasz.
950 1 ▼b US$ 125

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 중앙도서관/서고6층/ 청구기호 332.01 S864 등록번호 111157704 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

목차

Concepts from Insurance and Finance.

Probability Distributions.

Premiums and Ordering of Risks.

Distributions of Aggregate Claim Amount.

Risk Processes.

Renewal Processes and Random Walks.

Markov Chains.

Continuous-Time Markov Models.

Martingale Techniques I.

Martingale Techniques II.

Piecewise Deterministic Markov Processes.

Point Processes.

Diffusion Models.

Distribution Tables.

References.

Index.


정보제공 : Aladin

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