Stochastic risk analysis and management
tarafından
Harlamov, Boris, author.
Başlık
:
Stochastic risk analysis and management
Yazar
:
Harlamov, Boris, author.
ISBN
:
9781119388883
9781119388869
9781119388876
Fiziksel Tanımlama
:
1 online resource
Seri
:
Stochastic models in survival analysis and reliability set ; volume 2
Stochastic models in survival analysis and reliability set ; volume 2.
İçerik
:
Mathematical Bases -- Cramér-Lundberg Model -- Models With the Premium Dependent on the Capital -- Heavy Tails -- Some Problems of Control.
Özet
:
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.
Notlar
:
John Wiley and Sons
Konu Terimleri
:
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
Tür
:
Electronic books.
Elektronik Erişim
:
| Kütüphane | Materyal Türü | Demirbaş Numarası | Yer Numarası | [[missing key: search.ChildField.HOLDING]] | Durumu/İade Tarihi |
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| Çevrimiçi Kütüphane | E-Kitap | 593398-1001 | HD61 | | Wiley E-Kitap Koleksiyonu |