Posted by **Underaglassmoon** at Sept. 30, 2016

Wiley | Applied Mathematics | Jul 5 2016 | ISBN-10: 1119285429 | 880 pages | pdf | 15.32 mb

by Kishor S. Trivedi (Author)

Posted by **ChrisRedfield** at Oct. 20, 2014

Published: 2007-03-26 | ISBN: 0387707298, 1441943579, 0387707301 | PDF | 430 pages | 3 MB

Posted by **melia** at Jan. 31, 2013

English | 2007 | ISBN: 0387707298 | 430 pages | PDF | 3.5 MB

Posted by **ertugrul ergun** at June 4, 2007

Springer | ISBN / ASIN:0387707298 | 2007 | 430 pages | PDF | 3.3MB

This 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, particularly in insurance and in risk-and-ruin theories. Also considered are reliability problems that interact with credit risk theory in finance. The unique approach of this book is to solve finance and insurance problems with semi-Markov models in a complete way and furthermore present real-life applications of semi-Markov processes.

Posted by **readerXXI** at Jan. 24, 2017

Deterministic Markov Processes

English | 2016 | ISBN: 1848218397 | 298 Pages | PDF | 11.3 MB

Mark H.A. Davis introduced the Piecewise-Deterministic Markov Process (PDMP) class of stochastic hybrid models in an article in 1984.

Posted by **step778** at Nov. 8, 2016

2002 | pages: 501 | ISBN: 1461379687 | PDF | 11,5 mb

Posted by **arundhati** at Sept. 18, 2016

2008 | ISBN: 1848210108 | 420 pages | PDF | 3 MB

Posted by **step778** at Aug. 25, 2016

1993 | pages: 557 | ISBN: 1447132696 | DJVU | 5,5 mb

Posted by **interes** at May 30, 2016

English | 2012 | ISBN: 1848214413 | 368 Pages | PDF | 7 MB

Posted by **fdts** at Nov. 6, 2015

by Stewart N. Ethier, Thomas G. Kurtz

English | 1986 | ISBN: 0471081868 | 544 pages | PDF | 3.12 MB