non life insurance mathematics an introduction with stochastic processes universitext

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Non Life Insurance Mathematics

Author : Thomas Mikosch
ISBN : 9783540406501
Genre : Business & Economics
File Size : 60. 2 MB
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"Offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic processes. It gives detailed discussions of the fundamental models for claim sizes, claim arrivals, the total claim amount, and their probabilistic properties....The reader gets to know how the underlying probabilistic structures allow one to determine premiums in a portfolio or in an individual policy." --Zentralblatt für Didaktik der Mathematik

Mathematical Methods For Financial Markets

Author : Monique Jeanblanc
ISBN : 9781846287374
Genre : Business & Economics
File Size : 64. 49 MB
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Mathematical finance has grown into a huge area of research which requires a large number of sophisticated mathematical tools. This book simultaneously introduces the financial methodology and the relevant mathematical tools in a style that is mathematically rigorous and yet accessible to practitioners and mathematicians alike. It interlaces financial concepts such as arbitrage opportunities, admissible strategies, contingent claims, option pricing and default risk with the mathematical theory of Brownian motion, diffusion processes, and Lévy processes. The first half of the book is devoted to continuous path processes whereas the second half deals with discontinuous processes. The extensive bibliography comprises a wealth of important references and the author index enables readers quickly to locate where the reference is cited within the book, making this volume an invaluable tool both for students and for those at the forefront of research and practice.

Modern Problems Of Stochastic Analysis And Statistics

Author : Vladimir Panov
ISBN : 9783319653136
Genre : Mathematics
File Size : 20. 31 MB
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This book brings together the latest findings in the area of stochastic analysis and statistics. The individual chapters cover a wide range of topics from limit theorems, Markov processes, nonparametric methods, acturial science, population dynamics, and many others. The volume is dedicated to Valentin Konakov, head of the International Laboratory of Stochastic Analysis and its Applications on the occasion of his 70th birthday. Contributions were prepared by the participants of the international conference of the international conference “Modern problems of stochastic analysis and statistics”, held at the Higher School of Economics in Moscow from May 29 - June 2, 2016. It offers a valuable reference resource for researchers and graduate students interested in modern stochastics.

Mathematical Reviews

Author :
ISBN : UVA:X006195255
Genre : Mathematics
File Size : 39. 29 MB
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American Book Publishing Record

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ISBN : UOM:39015066043178
Genre : American literature
File Size : 33. 12 MB
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Risk Processes Driven By Stationary Stable Streams Of Claims

Author : Uğur Tuncay Alparslan
ISBN : CORNELL:31924105512663
Genre :
File Size : 87. 91 MB
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Recueil De Mod Les Al Atoires

Author : Djalil Chafaï
ISBN : 9783662497685
Genre : Mathematics
File Size : 60. 49 MB
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Ce recueil puise sa source dans les cours de master de mathématiques appliquées et de préparation à l’épreuve de modélisation de l’agrégation de mathématiques. Le parti pris de cet ouvrage est de polariser la rédaction par les modèles plutôt que par les outils, et de consacrer chaque chapitre à un modèle. Le premier public visé est celui des enseignants-chercheurs en probabilités, débutants ou confirmés. De nombreux chapitres peuvent également bénéficier directement à des étudiants de master ou préparant l’agrégation. This collection was inspired by applied mathematics Master classes in stochastic modeling. The focus is on models rather than on tools, and each chapter is devoted to a specific model. Though the book is primarily intended for academics in the field of probability theory, beginners and experienced researchers alike, many chapters will also benefit students preparing to pursue their Master degree in mathematics.

The British National Bibliography

Author : Arthur James Wells
ISBN : STANFORD:36105211722686
Genre : English literature
File Size : 52. 75 MB
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A Concordance To Q

Author : Richard Alan Edwards
ISBN : UOM:39015026255540
Genre : Q hypothesis (Synoptics criticism)
File Size : 64. 7 MB
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Books In Print Supplement

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ISBN : STANFORD:36105210120338
Genre : American literature
File Size : 21. 68 MB
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