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

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
Forfattere Harlamov, Boris (forfatter)
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.