Stochastic Risk Analysis and Management

ISBN: 9781786300089 出版年：2017 页码：169 Boris Harlamov Wiley

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.