Semi-Markov Risk Models for Finance, Insurance and Reliability - Jacques, Janssen; Raimondo, Manca; SpringerLink (Online service) (Boston, MA : Springer Science+Business Media, LLC, 2007)
Keywords: Financial risk -- Mathematical models; Risk (Insurance) -- Mathematical models; Risk -- Mathematical models; Markov processes; Mathematics; Probability Theory and Stochastic Processes; Quantitative Finance; Finance /Banking.; Financial Economics; Numerical Analysis