Stochastic Risk Analysis and Management

Nonfiction, Science & Nature, Mathematics
Cover of the book Stochastic Risk Analysis and Management by Boris Harlamov, Wiley
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Author: Boris Harlamov ISBN: 9781119388869
Publisher: Wiley Publication: February 7, 2017
Imprint: Wiley-ISTE Language: English
Author: Boris Harlamov
ISBN: 9781119388869
Publisher: Wiley
Publication: February 7, 2017
Imprint: Wiley-ISTE
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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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