Stochastic risk analysis and management
by
Harlamov, Boris, author.
Title
:
Stochastic risk analysis and management
Author
:
Harlamov, Boris, author.
ISBN
:
9781119388883
9781119388869
9781119388876
Physical Description
:
1 online resource
Series
:
Stochastic models in survival analysis and reliability set ; volume 2
Stochastic models in survival analysis and reliability set ; volume 2.
Contents
:
Mathematical Bases -- Cramér-Lundberg Model -- Models With the Premium Dependent on the Capital -- Heavy Tails -- Some Problems of Control.
Abstract
:
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.
Local Note
:
John Wiley and Sons
Subject Term
:
Risk management -- Mathematical models.
Stochastic analysis.
Gestion du risque -- Modèles mathématiques.
Analyse stochastique.
BUSINESS & ECONOMICS -- Insurance -- Risk Assessment & Management.
MATHEMATICS.
Risk management -- Mathematical models
Stochastic analysis
Genre
:
Electronic books.
Electronic Access
:
| Library | Material Type | Item Barcode | Shelf Number | [[missing key: search.ChildField.HOLDING]] | Status |
|---|
| Online Library | E-Book | 593398-1001 | HD61 | | Wiley E-Kitap Koleksiyonu |