Stochastic Risk Analysis and Management

von Boris Harlamov

164 Seiten, Hardcover

Kurzbeschreibung des Verlags

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.