Harlamov, Boris,
Stochastic Risk Analysis and Management- Vol. 2 / Boris Harlamov. - Hoboken, NJ : Iste/Hermes Science Pub Wiley, 2017. - vii, 151 p. ; 24 cm. - Stochastic models in survival analysis and reliability set ; volume 2 .
Includes bibliographical references and index.
Mathematical Bases -- Cramér-Lundberg Model -- Models With the Premium Dependent on the Capital -- Heavy Tails -- Some Problems of Control.
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.--
9781786300089 (hbk.) : $114.95 1786300087
2016961651
Risk management--Mathematical models.
Stochastic analysis.
368.01 , A9/3 Segment Book Distributors
Stochastic Risk Analysis and Management- Vol. 2 / Boris Harlamov. - Hoboken, NJ : Iste/Hermes Science Pub Wiley, 2017. - vii, 151 p. ; 24 cm. - Stochastic models in survival analysis and reliability set ; volume 2 .
Includes bibliographical references and index.
Mathematical Bases -- Cramér-Lundberg Model -- Models With the Premium Dependent on the Capital -- Heavy Tails -- Some Problems of Control.
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.--
9781786300089 (hbk.) : $114.95 1786300087
2016961651
Risk management--Mathematical models.
Stochastic analysis.
368.01 , A9/3 Segment Book Distributors