Levi-Ito-Types Dynamic Processes in Finance and Insurance
Hybrid regime switching models
1st Edition
Published on 27. April 2026
Book
Hardback
210 pages
978-3-11-135208-4 (ISBN)
Description
This book proposes a new approaches on hybrid modeling with Levy Ito Process in presence of regime changes in the system with applications. The considered models are discussed in terms of phenomena that are being observed in many areas such as finance, insurance, biology, and more.
More details
Language
English
Place of publication
Berlin
Germany
Target group
Professional and scholarly
US School Grade: College Graduate Student
Illustrations
10 s/w Abbildungen, 40 farbige Abbildungen
10 Illustrations, black and white; 40 Illustrations, color
Dimensions
Height: 240 mm
Width: 170 mm
ISBN-13
978-3-11-135208-4 (9783111352084)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Persons
Dr. Patrick Assonken, CitiBank, Model Risk Management, 18001 Richmond Place Drive apt 110, Tampa FL 33647/ E-mail: patrickassonken@yahoo.com/ Phone: : +8138501496
Dr. Gangaram S, Ladde, University of South Florida, Department of Mathematics and Statistics, 108 North Greenfield Avenus, Temple Terrace, FL 33617/ E-mail: gladde@usf.edu / Phone: +8135319214
Dr. Gangaram S, Ladde, University of South Florida, Department of Mathematics and Statistics, 108 North Greenfield Avenus, Temple Terrace, FL 33617/ E-mail: gladde@usf.edu / Phone: +8135319214