Stochastic Risk Analysis and Management

Stochastic Risk Analysis and Management

Författare: Boris Harlamov
Förlag: Wiley
Upplaga: 1
Utgivningsår: 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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