Stochastic Risk Analysis and Management (e-bog) af Harlamov, Boris
Harlamov, Boris (forfatter)

Stochastic Risk Analysis and Management e-bog

1642,26 DKK (ekskl. moms 1313,81 DKK)
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.
E-bog 1642,26 DKK
Forfattere Harlamov, Boris (forfatter)
Forlag Wiley-ISTE
Udgivet 2017-02-08
Genrer Mathematics
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9781119388876
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.