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: | 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 |
Ejemplares similares
-
Bubble value at risk : a countercyclical risk management approach /
por: Wong, Max C. Y. (Max Chan Yue)
Publicado: (2013) -
Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures /
por: Rachev, S. T. (Svetlozar Todorov)
Publicado: (2008) -
Essential Mathematics for Market Risk Management.
por: Hubbert, Simon
Publicado: (2012) -
Modeling risk : applying Monte Carlo risk simulation, strategic real options, stochastic forecasting, and portfolio optimization /
por: Mun, Johnathan
Publicado: (2010) -
Bubble value at risk : a countercyclical risk management approach /
por: Wong, Max C. Y. (Max Chan Yue)
Publicado: (2013)