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Stochastic Risk Analysis and Management by Boris Harlamov

Stochastic Risk Analysis and Management

by Boris Harlamov
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₹10,561.00
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₹10,561.00
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Book cover type: Hardcover
  • ISBN13: 9781786300089
  • Binding: Hardcover
  • Subject: Mathematics and Statistics
  • Publisher: Wiley
  • Publisher Imprint: Wiley-ISTE
  • Publication Date:
  • Pages: 164
  • Original Price: USD 177.95
  • Language: English
  • Edition: N/A
  • Item Weight: 522 grams
  • BISAC Subject(s): General

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.

Boris Harlamov, Head of Laboratory of Institute of Problems of Mechanical Engineering (IPME), RAN.

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