Risk measures and insurance solvency benchmarks : fixed-probability levels in renewal risk models /
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 probab...
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| Format: | eBook |
| Language: | English |
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Boca Raton :
Chapman & Hall/CRC,
2021.
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| Edition: | 1st. |
| Series: | Chapman and Hall/CRC financial mathematics series
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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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| Physical Description: | 1 online resource : illustrations (black and white). |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781003157625 1003157629 9781000411096 1000411095 9781000411072 1000411079 |