Stochastic Risk Analysis and Management

B Harlamov (Autor)

Software / Digital Media

164 Seiten

2017
Wiley-Blackwell (Hersteller)
9781119388883 (ISBN)

Infos

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.

Autor

Boris Harlamov, Head of Laboratory of Institute of Problems of Mechanical Engineering (IPME), RAN.

Produkt-Details

• Erscheint lt. Verlag: 10.2.2017
• Verlagsort: Hoboken
• Sprache: englisch
• Maße: 150 x 250 mm
• Gewicht: 666 g
• Themenwelt: Mathematik / Informatik ► Mathematik
• ISBN-13: 9781119388883 / 9781119388883
• Zustand: Neuware