Actuarial and finance applications of markov chains : a survey

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

Bibliographic Details
Main Authors: Ang, Kok Khoon, Hadikusuma, Irma
Other Authors: Saw, Sutaip Leng Chooi
Format: Final Year Project (FYP)
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/9131
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author Ang, Kok Khoon
Hadikusuma, Irma
author2 Saw, Sutaip Leng Chooi
author_facet Saw, Sutaip Leng Chooi
Ang, Kok Khoon
Hadikusuma, Irma
author_sort Ang, Kok Khoon
collection NTU
description This project explores the role of Markov Chain in actuarial and finance.
first_indexed 2024-10-01T05:57:39Z
format Final Year Project (FYP)
id ntu-10356/9131
institution Nanyang Technological University
last_indexed 2024-10-01T05:57:39Z
publishDate 2008
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spelling ntu-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
spellingShingle DRNTU::Business::Finance::Actuarial science
Ang, Kok Khoon
Hadikusuma, Irma
Actuarial and finance applications of markov chains : a survey
title 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_short Actuarial and finance applications of markov chains : a survey
title_sort actuarial and finance applications of markov chains a survey
topic DRNTU::Business::Finance::Actuarial science
url http://hdl.handle.net/10356/9131
work_keys_str_mv AT angkokkhoon actuarialandfinanceapplicationsofmarkovchainsasurvey
AT hadikusumairma actuarialandfinanceapplicationsofmarkovchainsasurvey