Hostname: page-component-586b7cd67f-t7fkt Total loading time: 0 Render date: 2024-11-24T10:32:03.242Z Has data issue: false hasContentIssue false
  • English
  • Français

Stochastic Processes for Insurance and Finance. By T. Rolski, H. Schmidli, V. Schmidt and J. Teugels (John Wiley, Chichester, 1999)

Published online by Cambridge University Press:  10 June 2011

X.S. Lin
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Reviews
Information
British Actuarial Journal , Volume 6 , Issue 4 , 01 December 2000 , pp. 876 - 877
Copyright
Copyright © Institute and Faculty of Actuaries 2000

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Baxter, M. & Rennie, A. (1996). Financial calculus: an introduction to derivative pricing. Cambridge University Press, New York.CrossRefGoogle Scholar
Bjork, T. (1998). Arbitrage theory in continuous finance. Oxford University Press, New York.CrossRefGoogle Scholar
Davis, M.H.A. (1993). Markov models and optimization, Chapman and Hall, London.CrossRefGoogle Scholar
De Vylder, F.E. (1996). Advanced risk theory: a self-contained introduction. Editions de L'Universite de Bruxelles, Brussels.Google Scholar
Panjer, H.H. & Willmot, G.E. (1992). Insurance risk models. Society of Actuaries, Schaumburg.Google Scholar