Stochastic risk analysis and management / / Boris Harlamov
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| Autore: |
Harlamov Boris
|
| Titolo: |
Stochastic risk analysis and management / / Boris Harlamov
|
| Pubblicazione: | London, England ; ; Hoboken, New Jersey : , : ISTE : , : Wiley, , 2017 |
| 2017 | |
| Descrizione fisica: | 1 online resource (169 pages) : illustrations, graphs |
| Disciplina: | 332.015195 |
| Soggetto topico: | Risk management - Mathematical models |
| Stochastic analysis | |
| Nota di bibliografia: | Includes bibliographical references and index. |
| Nota di contenuto: | 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. |
| Sommario/riassunto: | 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. |
| Titolo autorizzato: | Stochastic risk analysis and management |
| ISBN: | 1-119-38888-0 |
| 1-119-38886-4 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910824192903321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |