Title Stochastic risk analysis and management / Boris Harlamov

Published London, UK : ISTE, Ltd. ; Hoboken, NJ : Wiley, 2017

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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 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 Bibliography Includes bibliographical references and index Notes Online resource; title from PDF title page (John Wiley, viewed February 15, 2017) Subject Risk management -- Mathematical models Stochastic analysis. BUSINESS & ECONOMICS -- Insurance -- Risk Assessment & Management. Risk management -- Mathematical models Stochastic analysis Form Electronic book LC no. 2016961651 ISBN 9781119388883 1119388880 9781119388869 1119388864 1119388872 9781119388876

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