03094nam 2200637 450 991081665590332120211213150211.01-119-18454-11-119-18457-61-119-18458-4(CKB)3710000000459388(EBL)2144887(SSID)ssj0001551342(PQKBManifestationID)16167684(PQKBTitleCode)TC0001551342(PQKBWorkID)14811684(PQKB)11130629(MiAaPQ)EBC4041107(MiAaPQ)EBC2144887(Au-PeEL)EBL4041107(CaPaEBR)ebr11086799(CaONFJC)MIL820178(OCoLC)918624123(Au-PeEL)EBL2144887(PPN)249024063(EXLCZ)99371000000045938820150824h20152015 uy 0engurcn|---|||||txtrdacontentcrdamediacrrdacarrierBasic stochastic processes /Pierre Devolder, Jacques Janssen, Raimondo MancaFirst edition.London, England :Wiley,2015.©20151 online resource (327 pages)Mathematics and Statistics SeriesDescription based upon print version of record.1-84821-882-6 Includes bibliographical references and index.Chapter 1. Basic Probabilistic Tools for Stochastic Modeling / Pierre Devolder, Jacques Janssen, Raimondo Manca -- Chapter 2. Homogeneous and Non-Homogeneous Renewal Models / Pierre Devolder, Jacques Janssen, Raimondo Manca -- Chapter 3. Markov Chains / Pierre Devolder, Jacques Janssen, Raimondo Manca -- Chapter 4. Homogeneous and Non-Homogeneous Semi-Markov Models / Pierre Devolder, Jacques Janssen, Raimondo Manca -- Chapter 5. Stochastic Calculus / Pierre Devolder, Jacques Janssen, Raimondo Manca -- Chapter 6. Lévy Processes / Pierre Devolder, Jacques Janssen, Raimondo -- Chapter 7. Actuarial Evaluation, VaR and Stochastic Interest Rate Models.This book presents basic stochastic processes, stochastic calculus including Lévy processes on one hand, and Markov and Semi Markov models on the other. From the financial point of view, essential concepts such as the Black and Scholes model, VaR indicators, actuarial evaluation, market values, fair pricing play a central role and will be presented. The authors also present basic concepts so that this series is relatively self-contained for the main audience formed by actuaries and particularly with ERM (enterprise risk management) certificates, insurance risk managers, students in Master iStochastic processesStochastic processes.519.2Devolder Pierre614083Janssen JacquesManca RaimondoMiAaPQMiAaPQMiAaPQ66809910816655903321Basic stochastic processes4029034UNINA