Stochastic Risk Analysis and Management

Stochastic Risk Analysis and Management

Hardback (03 Mar 2017)

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Publisher's Synopsis

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.

Book information

ISBN: 9781786300089
Publisher: Wiley
Imprint: Wiley-ISTE
Pub date:
DEWEY: 332.0151923
DEWEY edition: 23
Language: English
Number of pages: 164
Weight: 498g
Height: 166mm
Width: 244mm
Spine width: 17mm