Stochastic Risk Analysis and Management

3.85 из 5, отдано 5 голосов

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: 16036.79 руб.

Ограничение по возрасту: 0+

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