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Risk Measures and Insurance Solvency Benchmarks
- Fixed-Probability Levels in Renewal Risk Models
Engelsk
Bogcover for Risk Measures and Insurance Solvency Benchmarks af Vsevolod K. Malinovskii, 9780367744021
Specifikationer
Sprog:
Engelsk
Sider:
340
ISBN-13:
9780367744021
Indbinding:
Paperback
ISBN-10:
0367744023
Kategori:
Udg. Dato:
24 jul 2023
Størrelse i cm:
15,5 x 23,3 x 2,3
Oplagsdato:
24 jul 2023
Forfatter(e):

Risk Measures and Insurance Solvency Benchmarks

- Fixed-Probability Levels in Renewal Risk Models
Engelsk
Paperback 2023
Format:

Bog beskrivelse

Risk Measures and Insurance Solvency Benchmarks: Fixed-Probability Levels in Renewal Risk Models is written for academics and practitioners who are concerned about potential weaknesses of the Solvency II regulatory system. It is also intended for readers who are interested in pure and applied probability, have a taste for classical and asymptotic analysis, and are motivated to delve into rather intensive calculations.

The formal prerequisite for this book is a good background in analysis. The desired prerequisite is some degree of probability training, but someone with knowledge of the classical real-variable theory, including asymptotic methods, will also find this book interesting. For those who find the proofs too complicated, it may be reassuring that most results in this book are formulated in rather elementary terms. This book can also be used as reading material for basic courses in risk measures, insurance mathematics, and applied probability. The material of this book was partly used by the author for his courses in several universities in Moscow, Copenhagen University, and in the University of Montreal.

Features

  • Requires only minimal mathematical prerequisites in analysis and probability
  • Suitable for researchers and postgraduate students in related fields
  • Could be used as a supplement to courses in risk measures, insurance mathematics and applied probability.

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Specifikationer
Sprog:
Engelsk
Sider:
340
ISBN-13:
9780367744021
Indbinding:
Paperback
ISBN-10:
0367744023
Kategori:
Udg. Dato:
24 jul 2023
Størrelse i cm:
15,5 x 23,3 x 2,3
Oplagsdato:
24 jul 2023
Forfatter(e):
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