Semi-Markov Risk Models for Finance, Insurance and Reliability
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9780387707297

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Discrete Time and Reward Smp and their Numerical Treatment

Semi-Markov Risk Models for Finance, Insurance and Reliability ◽

10.1007/0-387-70730-1_4 ◽

2007 ◽

pp. 131-169

Author(s):

Janssen Jacques ◽

Manca Raimondo

Keyword(s):

Discrete Time ◽

Numerical Treatment

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Markov Renewal Processes, Semi-Markov Processes and Markov Random Walks

Semi-Markov Risk Models for Finance, Insurance and Reliability ◽

10.1007/0-387-70730-1_3 ◽

2007 ◽

pp. 77-130

Author(s):

Janssen Jacques ◽

Manca Raimondo

Keyword(s):

Random Walks ◽

Markov Processes ◽

Renewal Processes ◽

Markov Random ◽

Markov Renewal Processes ◽

Semi Markov Processes

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Other Semi-Markov Models in Finance and Insurance

Semi-Markov Risk Models for Finance, Insurance and Reliability ◽

10.1007/0-387-70730-1_6 ◽

2007 ◽

pp. 231-280

Author(s):

Janssen Jacques ◽

Manca Raimondo

Keyword(s):

Markov Models

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Insurance Risk Models

Semi-Markov Risk Models for Finance, Insurance and Reliability ◽

10.1007/0-387-70730-1_7 ◽

2007 ◽

pp. 281-333

Author(s):

Janssen Jacques ◽

Manca Raimondo

Keyword(s):

Insurance Risk ◽

Risk Models

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Semi-Markov Extensions of the Black-Scholes Model

Semi-Markov Risk Models for Finance, Insurance and Reliability ◽

10.1007/0-387-70730-1_5 ◽

2007 ◽

pp. 171-230

Author(s):

Janssen Jacques ◽

Manca Raimondo

Keyword(s):

Black Scholes Model ◽

Black Scholes ◽

Markov Extensions

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Renewal Theory and Markov Chains

Semi-Markov Risk Models for Finance, Insurance and Reliability ◽

10.1007/0-387-70730-1_2 ◽

2007 ◽

pp. 43-76

Author(s):

Janssen Jacques ◽

Manca Raimondo

Keyword(s):

Markov Chains ◽

Renewal Theory

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Probability Tools For Stochastic Modelling

Semi-Markov Risk Models for Finance, Insurance and Reliability ◽

10.1007/0-387-70730-1_1 ◽

2007 ◽

pp. 1-41

Author(s):

Janssen Jacques ◽

Manca Raimondo

Keyword(s):

Stochastic Modelling

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Generalised Non-Homogeneous Models for Pension Funds and Manpower Management

Semi-Markov Risk Models for Finance, Insurance and Reliability ◽

10.1007/0-387-70730-1_9 ◽

2007 ◽

pp. 373-406

Author(s):

Janssen Jacques ◽

Manca Raimondo

Keyword(s):

Pension Funds ◽

Homogeneous Models ◽

Manpower Management

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Reliability and Credit Risk Models

Semi-Markov Risk Models for Finance, Insurance and Reliability ◽

10.1007/0-387-70730-1_8 ◽

2007 ◽

pp. 335-371

Author(s):

Janssen Jacques ◽

Manca Raimondo

Keyword(s):

Credit Risk ◽

Risk Models

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Semi-Markov Risk Models for Finance, Insurance and ReliabilityLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer US

Discrete Time and Reward Smp and their Numerical Treatment

Markov Renewal Processes, Semi-Markov Processes and Markov Random Walks

Other Semi-Markov Models in Finance and Insurance

Insurance Risk Models

Semi-Markov Extensions of the Black-Scholes Model

Renewal Theory and Markov Chains

Probability Tools For Stochastic Modelling

Generalised Non-Homogeneous Models for Pension Funds and Manpower Management

Reliability and Credit Risk Models

Semi-Markov Risk Models for Finance, Insurance and Reliability
Latest Publications