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.

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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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