Stochastic Risk Analysis and Management

Stochastic Risk Analysis and Management

Autore: Boris Harlamov
Editore: Wiley
Edizione: 1
Data di pubblicazione: 2017
ISBN: 9781786300089

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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.

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