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
Call Number:Libro Electrónico
Main Author: Harlamov, Boris (Author)
Format: Electronic eBook
Language:Inglés
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.
Gestion du risque > Modèles mathématiques.
Analyse stochastique.
BUSINESS & ECONOMICS > Insurance > Risk Assessment & Management.
Risk management > Mathematical models
Stochastic analysis
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