Stochastic Risk Analysis and Management
Boris Harlamov
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.
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ISBN-10: 1-119-38887-2
ISBN-13: 978-1-119-38887-6
Язык книги: en
Возрастные ограничения: 0+
Издательсто:
John Wiley & Sons Limited
Категория:
Математика