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