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 approa...
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
London, UK : Hoboken, NJ :
ISTE, Ltd. ; Wiley,
2017.
|
| Series: | Stochastic models in survival analysis and reliability set ;
volume 2. |
| Subjects: | |
| Online Access: |
Full text (Emmanuel users only) |