Table of contents for Semi-Markov risk models for finance, insurance and reliability / by Jacques Janssen, Raimondo Manca.


Bibliographic record and links to related information available from the Library of Congress catalog


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Preface.- Probability Tools for Stochastic Modeling.- 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.- References.- Author Index.- Subject Index.


Library of Congress subject headings for this publication:
Financial risk -- Mathematical models.
Risk (Insurance) -- Mathematical models.
Risk -- Mathematical models.
Markov processes.