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Risk Measures and Insurance Solvency Benchmarks
Fixed-Probability Levels in Renewal Risk Models
Vsevolod K Malinovskii
94,95 €
+ 189 points
Format
Description
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.
Spécifications
Parties prenantes
- Auteur(s) :
- Editeur:
Contenu
- Nombre de pages :
- 340
- Langue:
- Anglais
- Collection :
Caractéristiques
- EAN:
- 9780367744021
- Date de parution :
- 24-07-23
- Format:
- Livre broché
- Format numérique:
- Trade paperback (VS)
- Dimensions :
- 156 mm x 234 mm
- Poids :
- 480 g
