Stochastic Risk Analysis and Management. Boris Harlamov

Stochastic Risk Analysis and Management

Год выпуска: 0

Автор произведения: Boris Harlamov

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Жанр: Математика

Издательство: John Wiley & Sons Limited

isbn: 9781119388876

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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.