Actuarial and finance applications of markov chains : a survey

This project explores the role of Markov Chain in actuarial and finance.

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Bibliographic Details
Main Authors: Ang, Kok Khoon, Hadikusuma, Irma
Other Authors: Saw, Sutaip Leng Chooi
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/9131
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Institution: Nanyang Technological University