Stochastic Risk Analysis and Management

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Author(s): Boris Harlamov
Genre: Science
Original Publish Date: Feb 07, 2017
Product Number: EB00744138
Released: Nov 20, 2018
Business Term: Purchase
ISBN: #9781119388869
Publisher: Wiley-ISTE
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Description

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.

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