Stochastic Risk Analysis and Management Harlamov Hardback ISTE Ltd.

Stochastic Risk Analysis and ManagementAuthor(s): Boris Harlamov\nFormat: Hardback\nPublisher: ISTE Ltd and John Wiley & Sons Inc, United Kingdom\nImprint: ISTE Ltd and John Wiley & Sons Inc\nISBN-13: 9781786300089, 978-1786300089\nSynopsis\nThe 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.