Stochastic Risk Analysis and Management. Boris Harlamov
- Тип: Текст PDF
- Автор:
- Издательство: John Wiley & Sons Limited(2018)
- ISBN: 9781119388876
- Страниц: 169
- Язык: Английский
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- Жанры: Математика
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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.