Stochastic Risk Analysis and Management. Boris Harlamov
Математика.
Stochastic Risk Analysis and Management
Год выпуска 0
isbn 9781119388876
Автор произведения Boris Harlamov
Жанр Математика
Издательство John Wiley & Sons Limited
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.