Titel: Semi-Markov Migration Models for Credit Risk (Stochastic Models for Insurance Set, 1)
Verlag: Wiley-ISTE
Erscheinungsjahr: 2017
Sprache: Englisch
ISBN-10: 1848219059
ISBN-13: 9781848219052
Einband: Hardcover
Zustand: New

�ber diesen Titel

Inhaltsangabe

Credit risk is one of the most important contemporary problems for banks and insurance companies. Indeed, for banks, more than forty percent of the equities are necessary to cover this risk. Though this problem is studied by large rating agencies with substantial economic, social and financial tools, building stochastic models is nevertheless necessary to complete this descriptive orientation.
This book presents a complete presentation of such a category of models using homogeneous and non-homogeneous semi-Markov processes developed by the authors in several recent papers. This approach provides a good method of evaluating the default risk and the classical VaR indicators used for Solvency II and Basel III governance rules.

This book is the first to present a complete semi-Markov treatment of credit risk while also insisting on the practical use of the models presented here, including numerical aspects, so that this book is not only useful for scientific research but also to managers working in this field for banks, insurance companies, pension funds and other financial institutions.

�ber die Autorin bzw. den Autor

Guglielmo D'Amico is Associate Professor of Applied Mathematics at "G. D'Annunzio" University of Chieti-Pescara in Italy. He has published 69 papers in peer-reviewed international journals.

Giuseppe Di Biase is Associate Professor of Applied Mathematics for Economics and Finance in the Department of Pharmacy at the "G. D'Annunzio" University of Chieti-Pescara in Italy.

Jacques Janssen is Honorary Professor at the Solvay Brussels School of Economics and Management in Brussels, Belgium. He is founding editor of the Wiley journal Applied Stochastic Models for Business and Industry, and manages book series and open journals for ISTE.

Raimondo Manca is Full Professor of Mathematics for Economics, Finance and Insurance at University of Rome "La Sapienza" in Italy. He has written 220 papers and 11 scientific books and is associate editor of Methodology and Computing in Applied Probability.

��ber diesen Titel� kann sich auf eine andere Ausgabe dieses Titels beziehen.

Anbieterinformationen

Hello! Ria Christie Collections is an online venture that was initially set up in 2012 to sell books. We do not have a physical high street store. We are professional online booksellers. We only sell brand new books in perfect condition that we source from various suppliers and the publishers. Primarily, our aim is to provide an excellent service to all our customers. We always work as a team to achieve this. Our other objectives are to: 1. Ensure that all our products reach their destination quickly in a safe and secure manner 2. Answer to all our customer queries within 24 hours 3. Ensure that our customers are happy with their purchases 4. Provide all the items at a competitive price 5. Always listen to our customers Ria Christie Collections is not a registered company. It is a Sole Trader venture. Other key information is shown below: Contact Person Name: Rakesh Luchmun (Mr) Storefront Name: Ria Christie Collections Place of Establishment Address: Suite B; ARUN House; ARUN Building Arundel Road Uxbridge UB8 2RR United Kingdom E-Mail Address: riachristie@hotmail.co.uk VAT Number: GB 160 5650 25 We always work hard and aim to comply with all of Abebooks Policies. If you have any issues, please do not hesitate to write to us whether before or after a purchase. We promise to reply to you promptly and, in any case, within 24 hours. Thank you kindly! Yours sincerely Mr Rakesh Luchmun (Founder) and the Ria Christie Collections Team

Zur Homepage des Verk�ufers

Unternehmensdaten des Verk�ufers

Ryefield Investments Limited
175 Pield Heath Road, Uxbridge, UB8 3NL, United Kingdom

Gesch�ftsbedingungen und Versandinformationen

Verkaufsbedingungen

All Returns and Refund are as per Abebooks policies.

Widerrufsbelehrung

Versandbedingungen

Orders usually ship within 2 business days. If your book order is heavy or oversized, we may contact you to let you know extra shipping is required. Thank you!

Versandkosten von Vereinigtes K�nigreich nach Deutschland

Versandkosten von Vereinigtes K�nigreich nach Deutschland
Bestellmenge	5 bis 10�Werktage	5 bis 10�Werktage
Erster Artikel	EUR 5.72	EUR 5.72

Die Versandzeiten werden von den Verk�uferinnen und Verk�ufern festgelegt. Sie variieren je nach Versanddienstleister und Standort. Sendungen, die den Zoll passieren, k�nnen Verz�gerungen unterliegen. Eventuell anfallende Abgaben oder Geb�hren sind von der K�uferin bzw. dem K�ufer zu tragen. Die Verk�uferin bzw. der Verk�ufer kann Sie bez�glich zus�tzlicher Versandkosten kontaktieren, um einen m�glichen Anstieg der Versandkosten f�r Ihre Artikel auszugleichen.