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

By Vsevolod K Malinovskii

Book Overview

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.

• Format: Paperback
• Language: English
• ISBN: 0367744023
• ISBN13: 9780367744021
• Release Date: July 2023
• Publisher: CRC Press
• Length: 340 Pages
• Weight: 1.06 lbs.
• Dimensions: 0.7" x 6.1" x 9.2"