Stochastic Methods for Non Life Insurance

The first three volumes of this series present new stochastic models both for non-life and life i...

Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life proble...

This book aims to give a complete and self-contained presentation of semi- Markov models with fin...

Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life proble...

This book presents basic stochastic processes, stochastic calculus including Lévy processes on on...

Quantitative finance has become these last years a extraordinary field of research and interest a...

Stochastic Methods for Credit Risk

Credit risk is one of the most important contemporary problems for banks and insurance companies....

The aim of this book is to promote interaction between engineering, finance and insurance, as the...

This book aims to give a complete and self-contained presentation of semi- Markov models with fin...

This book provides a detailed study of Financial Mathematics. In addition to the extraordinary de...

This book introduces ALM in the context of banks and insurance companies. Although this strategy ...

Life Insurance is by essence a field where stochastic processes can be easily applied. Indeed, a ...

With the impact of the recent financial crises, more attention must be given to new models in fin...