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Semi-Markov risk models for finance, insurance and reliability
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Amazon.com Product Description (ISBN 0387707298, Hardcover)Everyone working in related fields from applied mathematicians to statisticians to actuaries and operations researchers will find this a brilliantly useful practical text. The 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.
(retrieved from Amazon Thu, 12 Mar 2015 18:20:33 -0400)
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