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
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spelling sg-ntu-dr.10356-91312023-05-19T06:24:06Z Actuarial and finance applications of markov chains : a survey Ang, Kok Khoon Hadikusuma, Irma Saw, Sutaip Leng Chooi Nanyang Business School DRNTU::Business::Finance::Actuarial science This project explores the role of Markov Chain in actuarial and finance. 2008-09-24T07:28:55Z 2008-09-24T07:28:55Z 2003 2003 Final Year Project (FYP) http://hdl.handle.net/10356/9131 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Actuarial science
spellingShingle DRNTU::Business::Finance::Actuarial science
Ang, Kok Khoon
Hadikusuma, Irma
Actuarial and finance applications of markov chains : a survey
description This project explores the role of Markov Chain in actuarial and finance.
author2 Saw, Sutaip Leng Chooi
author_facet Saw, Sutaip Leng Chooi
Ang, Kok Khoon
Hadikusuma, Irma
format Final Year Project
author Ang, Kok Khoon
Hadikusuma, Irma
author_sort Ang, Kok Khoon
title Actuarial and finance applications of markov chains : a survey
title_short Actuarial and finance applications of markov chains : a survey
title_full Actuarial and finance applications of markov chains : a survey
title_fullStr Actuarial and finance applications of markov chains : a survey
title_full_unstemmed Actuarial and finance applications of markov chains : a survey
title_sort actuarial and finance applications of markov chains : a survey
publishDate 2008
url http://hdl.handle.net/10356/9131
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