Concepedia

Stochastic Processes for Insurance and Finance

Larry Y. Tzeng, Volker Schmidt, Hanspeter Schmidli, Josef Teugels, Tomasz Rolski

Journal of Risk & Insurance · 2001 · 863 citations · 0 references

Concepts

BusinessFinanceInsuranceInsurance FinanceProbability TheoryStochastic ProcessesFinancial RiskInsurance RiskMarkov ChainsMarkov ProcessesStochastic CalculusStochastic Differential EquationsInsurance Pricing Under UncertaintyStochastic Financial ModelingStochastic Processes In Finance