English | ISBN: 1786300087 | 2017 | 164 pages | PDF | 1 MB
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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Stochastic Risk Analysis and Management.pdf
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