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035   $a(CaONFJC)MIL992667
035   $a(OCoLC)972677190
035   $a(MiAaPQ)EBC4816215
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100   $a20170315h20172017  uy             0
101 0 $aeng
135   $aurcnu||||||||
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aStochastic risk analysis and management /$fBoris Harlamov
210  1$aLondon, England ;$aHoboken, New Jersey :$cISTE :$cWiley,$d2017.
210  4$d2017
215   $a1 online resource (169 pages) $cillustrations, graphs
225 0 $aStochastic Models in Survival Analysis and Reliability Set ;$vVolume 2
311 1 $a1-78630-008-7 
311 1 $a1-119-38887-2 
320   $aIncludes bibliographical references and index.
327   $aChapter 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.
330   $aThe 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.
606   $aRisk management$xMathematical models
606   $aStochastic analysis
615  0$aRisk management$xMathematical models.
615  0$aStochastic analysis.
676   $a332.015195
700   $aHarlamov$b Boris$01640797
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910824192903321
996   $aStochastic risk analysis and management$94010992
997   $aUNINA