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.
Категория: математика
ISBN: 9781119388876
Правообладатель: John Wiley & Sons Limited
Легальная стоимость: 17755.05 руб.
Ограничение по возрасту: 0+
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