Stochastic Risk Analysis and Management
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A01=Boris Harlamov
Author_Boris Harlamov
Category=PBT
coefficient
company
concepts
dynamics
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
formula
gain
gerber
homogeneous
insurance
introduction
lundberg
measure
parameters
pollaczekkhinchin
portfolio
probability
risk
ruin
ruin model
stochastic
subject
theorem
theory
Product details
- ISBN 9781786300089
- Weight: 499g
- Dimensions: 163 x 236mm
- Publication Date: 03 Mar 2017
- Publisher: ISTE Ltd and John Wiley & Sons Inc
- Publication City/Country: GB
- Product Form: Hardback
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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.
