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Basic Stochastic Process

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The first three volumes of this series present new stochastic models both for non-life and life insurance and their practical applications.

This series presents the basic concepts in a self-contained format, ideal for actuaries holding an ERM (enterprise risk management) certificate, insurance risk managers, and postgraduate students within the field of mathematics or economics and practitioners using either Solvency II for insurance companies and Basel II and III for banking systems.



This first book presents the basic stochastic processes which are reflected in the proceeding volumes, focusing on the two largest families of stochastic processes : stochastic calculus, including Lévy processes, and Markov and Semi Markov models.

Details
  • ISBN: 9781785480249
Sold By: Prior Books Total Items: 76504

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