Stochastic Processes for Insurance and Finance

Concepts from Insurance and Finance. Probability Distributions. Premiums and Ordering of Risks. Distributions of Aggregate Claim Amount. Risk Processes. Renewal Processes and Random Walks. Markov Chains. Continuous-Time Markov Models. Martingale Techniques I. Martingale Techniques II. Piecewise Deterministic Markov Processes. Point Processes. Diffusion Models. Distribution Tables. References. Index.

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