Stochastic Risk Analysis and Management- Vol. 2 / Boris Harlamov.
By: Harlamov, Boris [author.].
Material type:
BookSeries: Publisher: Hoboken, NJ : Iste/Hermes Science Pub Wiley, 2017Description: vii, 151 p. ; 24 cm.ISBN: 9781786300089 (hbk.) :; 1786300087.Subject(s): Risk management -- Mathematical models | Stochastic analysisDDC classification: 368.01
Contents:
Summary: 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.-- Provided by Publisher.
Mathematical Bases -- Cramér-Lundberg Model -- Models With the Premium Dependent on the Capital -- Heavy Tails -- Some Problems of Control.
| Item type | Current location | Call number | Copy number | Status | Date due |
|---|---|---|---|---|---|
Monograph
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Indian Institute of Management Udaipur A9/3 | 368.01 (Browse shelf) | 1 | Available |
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.-- Provided by Publisher.
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