Cargando…

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...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Harlamov, Boris (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: London, UK : Hoboken, NJ : ISTE, Ltd. ; Wiley, 2017.
Colección:Stochastic models in survival analysis and reliability set ; volume 2.
Temas:
Acceso en línea:Texto completo