Download or read book Stochastic Risk Analysis and Management written by Boris Harlamov and published by John Wiley & Sons. This book was released on 2017-03-27 with total page 169 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.