Pdf-книга
Stochastic Risk Analysis and Management
Цена : 11098 руб.
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Автор: Boris Harlamov
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Жанр: Математика
О книге
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.