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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| 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 |
| Sumario: | 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. |
|---|---|
| Descripción Física: | 1 online resource |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9781119388883 1119388880 9781119388869 1119388864 1119388872 9781119388876 |