Stochastic Risk Analysis and Management
4.4 из 5, отдано 5 голосов
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.
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Категория: математика
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Правообладатель: John Wiley & Sons Limited
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Возрастное ограничение: 0+
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ISBN: 9781119388876
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Легальная стоимость: 15593.32 руб.
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