Stochastic risk analysis and management /

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 approa...

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Bibliographic Details

Main Author:	Harlamov, Boris (Author)
Format:	eBook
Language:	English
Published:	London, UK : Hoboken, NJ : ISTE, Ltd. ; Wiley, 2017.
Series:	Stochastic models in survival analysis and reliability set ; volume 2.
Subjects:	Risk management > Mathematical models. Stochastic analysis. Electronic books.
Online Access:	Connect to the full text of this electronic book