Stochastic risk analysis and management

Mathematical Bases -- Cramér-Lundberg Model -- Models With the Premium Dependent on the Capital -- Heavy Tails -- Some Problems of Control.

Bibliographic Details
Main Author: Harlamov, Boris, author
Format: Book
Language:English
Published: London, UK : ISTE, Ltd. ; Hoboken, NJ Wiley 2017.
Series:Mathematics and statistics series (ISTE) Stochastic models in survival analysis and reliability set, v. 2.
Subjects: