Semi-Markov Models and Applications

应用数学

原   价:
2210.00
售   价:
1768.00
优惠
平台大促 低至8折优惠
发货周期:预计8-10周发货
作      者
出  版 社
出版时间
1999年10月31日
装      帧
ISBN
9780792359630
复制
页      码
404
开      本
语      种
英文
综合评分
暂无评分
我 要 买
- +
库存 100 本
  • 图书详情
  • 目次
  • 买家须知
  • 书评(0)
  • 权威书评(0)
图书简介
This book presents a selection of papers presented to the Second Inter­ national Symposium on Semi-Markov Models: Theory and Applications held in Compiegne (France) in December 1998. This international meeting had the same aim as the first one held in Brussels in 1984 : to make, fourteen years later, the state of the art in the field of semi-Markov processes and their applications, bring together researchers in this field and also to stimulate fruitful discussions. The set of the subjects of the papers presented in Compiegne has a lot of similarities with the preceding Symposium; this shows that the main fields of semi-Markov processes are now well established particularly for basic applications in Reliability and Maintenance, Biomedicine, Queue­ ing, Control processes and production. A growing field is the one of insurance and finance but this is not really a surprising fact as the problem of pricing derivative products represents now a crucial problem in economics and finance. For example, stochastic models can be applied to financial and insur­ ance models as we have to evaluate the uncertainty of the future market behavior in order, firstly, to propose different measures for important risks such as the interest risk, the risk of default or the risk of catas­ trophe and secondly, to describe how to act in order to optimize the situation in time. Recently, the concept of VaR (Value at Risk) was ?discovered? in portfolio theory enlarging so the fundamental model of Markowitz.
本书暂无推荐
本书暂无推荐
看了又看
  • 上一个
  • 下一个