Markov Processes in Actuarial Mathematics

Descipline Markov Processes in Actuarial Mathematics
Faculty Faculty of Mechanics and Mathematics
Faculty URL
Language English
Degree Master
Credits 3
Semester 3
Description The course includes the theoretic background in the theory of Markov processes with inhomogeneous time, the Kolmogorov equation and properties of trajectories, building such processes through infinitesimal characteristics as well as the random Markov models for policyholders, the equations for calculation their net value, the Tilly equation.
Teachers Kartashov Nickolai
Department of Probability Theory, Statistics and Actuarial Mathematics,
Faculty of Mechanics and Mathematics,
Author: admin