Mathematical Bases -- Cramaer-Lundberg Model -- Models With the Premium Dependent on the Capital -- Heavy Tails -- Some Problems of Control. 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.--Provided by Publisher.
موضوع (اسم عام یاعبارت اسمی عام)
موضوع مستند نشده
Risk management--Mathematical models
موضوع مستند نشده
Stochastic analysis
رده بندی کنگره
شماره رده
HD61
نشانه اثر
.
H3S7
2017
نام شخص به منزله سر شناسه - (مسئولیت معنوی درجه اول )