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Risk Measures and Insurance Solvency Benchmarks: Fixed-Probability Levels in Renewal Risk Models

by Malinovskii, Vsevolod K

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Description

This book 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 and have a taste for classical and asymptotic analysis.

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Product Details

  • Jul 24, 2023 Pub Date:
  • 0367744023 ISBN-10:
  • 9780367744021 ISBN-13:
  • English Language