Stochastic Risk Analysis and Management e-bog
1313,81 DKK
(inkl. moms 1642,26 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
1313,81 DKK
Forlag
Wiley-ISTE
Udgivet
8 februar 2017
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.