Table of contents for Stochastic processes for insurance and finance / Tomasz Rolski ... [et al.].


Bibliographic record and links to related information available from the Library of Congress catalog


Information from electronic data provided by the publisher. May be incomplete or contain other coding.


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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. 


Library of Congress subject headings for this publication: Insurance Mathematical models, Finance Mathematical models, Stochastic processes