2 options
Stochastic risk analysis and management / Boris Harlamov.
- Format:
- Book
- Author/Creator:
- Harlamov, Boris, author.
- Series:
- Stochastic Models in Survival Analysis and Reliability Set ; Volume 2
- Language:
- English
- Subjects (All):
- Risk management--Mathematical models.
- Risk management.
- Stochastic analysis.
- Physical Description:
- 1 online resource (169 pages) : illustrations, graphs.
- Edition:
- 1st ed.
- Place of Publication:
- London, England ; Hoboken, New Jersey : ISTE : Wiley, 2017.
- Summary:
- 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.
- Contents:
- Chapter 1. Mathematical Bases
- Chapter 2. Cramér-Lundberg Model
- Chapter 3. Models With the Premium Dependent on the Capital
- Chapter 4. Heavy Tails
- Chapter 5. Some Problems of Control.
- Notes:
- Includes bibliographical references and index.
- Description based on print version record.
- ISBN:
- 9781119388883
- 1119388880
- 9781119388869
- 1119388864
- OCLC:
- 972677190
The Penn Libraries is committed to describing library materials using current, accurate, and responsible language. If you discover outdated or inaccurate language, please fill out this feedback form to report it and suggest alternative language.