Stochastic Risk Analysis and Management
| By: | Boris Harlamov |
| Publisher: | Wiley Global Research (STMS) |
| Print ISBN: | 9781786300089 |
| eText ISBN: | 9781119388869 |
| Edition: | 1 |
| Copyright: | 2017 |
| Format: | Reflowable |
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Table of Contents
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.