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Basic Stochastic Process (Hardback)
  • Basic Stochastic Process (Hardback)
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Basic Stochastic Process (Hardback)

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£79.00
Hardback 225 Pages / Published: 01/07/2015
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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 Levy processes, and Markov and Semi Markov models.

Publisher: ISTE Press Ltd - Elsevier Inc
ISBN: 9781785480249
Number of pages: 225
Dimensions: 229 x 152 mm

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