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Stochastic Risk Analysis and Management
- Binding:
- Hardback
- Pages:
- 164
- Published:
- March 2, 2017
- Dimensions:
- 244x166x17 mm.
- Weight:
- 498 g.
Delivery:
2-4 weeks
Expected delivery: February 12, 2025
Description of Stochastic Risk Analysis and Management
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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