Boris Harlamov, "Stochastic Risk Analysis and Management"  
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.