Semi-Markov Models and Applications:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Boston, MA
Springer US
1999
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 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 |
| Beschreibung: | 1 Online-Ressource (XXII, 404 p) |
| ISBN: | 9781461332886 9781461332909 |
| DOI: | 10.1007/978-1-4613-3288-6 |
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| 500 | |a 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 | ||
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| discipline | Mathematik |
| doi_str_mv | 10.1007/978-1-4613-3288-6 |
| format | Electronic eBook |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:07Z |
| institution | BVB |
| isbn | 9781461332886 9781461332909 |
| language | English |
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| spelling | Janssen, Jacques Verfasser aut Semi-Markov Models and Applications edited by Jacques Janssen, Nikolaos Limnios Boston, MA Springer US 1999 1 Online-Ressource (XXII, 404 p) txt rdacontent c rdamedia cr rdacarrier 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 Mathematics Systems theory Logic, Symbolic and mathematical Number theory Statistics Mathematics, general Number Theory Mathematical Logic and Foundations Statistics, general Systems Theory, Control Mathematik Statistik 1\p (DE-588)1071861417 Konferenzschrift gnd-content Limnios, Nikolaos Sonstige oth https://doi.org/10.1007/978-1-4613-3288-6 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Janssen, Jacques Semi-Markov Models and Applications Mathematics Systems theory Logic, Symbolic and mathematical Number theory Statistics Mathematics, general Number Theory Mathematical Logic and Foundations Statistics, general Systems Theory, Control Mathematik Statistik |
| subject_GND | (DE-588)1071861417 |
| title | Semi-Markov Models and Applications |
| title_auth | Semi-Markov Models and Applications |
| title_exact_search | Semi-Markov Models and Applications |
| title_full | Semi-Markov Models and Applications edited by Jacques Janssen, Nikolaos Limnios |
| title_fullStr | Semi-Markov Models and Applications edited by Jacques Janssen, Nikolaos Limnios |
| title_full_unstemmed | Semi-Markov Models and Applications edited by Jacques Janssen, Nikolaos Limnios |
| title_short | Semi-Markov Models and Applications |
| title_sort | semi markov models and applications |
| topic | Mathematics Systems theory Logic, Symbolic and mathematical Number theory Statistics Mathematics, general Number Theory Mathematical Logic and Foundations Statistics, general Systems Theory, Control Mathematik Statistik |
| topic_facet | Mathematics Systems theory Logic, Symbolic and mathematical Number theory Statistics Mathematics, general Number Theory Mathematical Logic and Foundations Statistics, general Systems Theory, Control Mathematik Statistik Konferenzschrift |
| url | https://doi.org/10.1007/978-1-4613-3288-6 |
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