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Record Nr. |
UNINA9910824192903321 |
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Autore |
Harlamov Boris |
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Titolo |
Stochastic risk analysis and management / / Boris Harlamov |
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Pubbl/distr/stampa |
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London, England ; ; Hoboken, New Jersey : , : ISTE : , : Wiley, , 2017 |
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2017 |
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ISBN |
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1-119-38888-0 |
1-119-38886-4 |
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Descrizione fisica |
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1 online resource (169 pages) : illustrations, graphs |
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Collana |
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Stochastic Models in Survival Analysis and Reliability Set ; ; Volume 2 |
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Disciplina |
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Soggetti |
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Risk management - Mathematical models |
Stochastic analysis |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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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. |
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Sommario/riassunto |
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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. |
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