Stochastic Risk Analysis and Management. Boris Harlamov
Математика.
- Название
- Stochastic Risk Analysis and Management
- Автор:
- Boris Harlamov
- Серия:
- Жанр:
- Математика
- Год выпуска:
- 0
- isbn:
- 9781119388876
- Аннотация:
- 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.