Stochastic Risk Analysis and Management. Boris Harlamov
Stochastic Risk Analysis and Management
Год выпуска: 0
Автор произведения: Boris Harlamov
Жанр: Математика
Издательство: John Wiley & Sons Limited
isbn: 9781119388876
Краткое описание:
The author investigates the Cramer –Lundberg model, collecting the most interesting theorems and methods, which estimate probability of default for a company of insurance business. These offer different kinds of approximate values for probability of default on the base of normal and diffusion approach and some special asymptotic.