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
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.
Dansk