Semi-Markov Migration Models for Credit Risk (Stochastic Models for Insurance Set)

Semi-Markov Migration Models for Credit Risk (Stochastic Models for Insurance Set)

by Giuseppe Di Biase (Author), Jacques Janssen (Author), Raimondo Manca (Author), Guglielmo D'Amico (Author)

Synopsis

Credit risk is one of the most important contemporary problems for banks and insurance companies. Indeed, for banks, more than forty percent of the equities are necessary to cover this risk.

$167.68

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 318
Edition: 1
Publisher: Wiley-ISTE
Published: 18 May 2016

ISBN 10: 1848219059
ISBN 13: 9781848219052