Semi-Markov risk models for finance, insurance and reliability
Year of publication: |
2007
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Authors: | Janssen, Jacques ; Manca, Raimondo |
Publisher: |
New York, NY : Springer |
Subject: | Semi-Markov-Modell | Finanzwirtschaft | Versicherung | Mathematisches Modell | Risiko |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Semi-Markov risk models for finance, insurance and reliability
Janssen, Jacques, (2007)
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Financial modeling, actuarial valuation and solvency in insurance
Wüthrich, Mario V., (2013)
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New operational approaches for financial modelling
Zopounidis, Constantin, (1997)
- More ...
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Valuing credit default swap in a non-homogeneous semi-Markovian rating based model
Guglielmo D’Amico, (2007)
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Stochastic methods for pension funds
Devolder, Pierre, (2012)
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Homogeneous and non-homogeneous semi-Markov backward credit risk migration models
D'Amico, Guglielmo, (2009)
- More ...