Risk Measures and Insurance Solvency Benchmarks (Malinovskii Vsevolod K.
Risk Measures and Insurance Solvency Benchmarks (Malinovskii Vsevolod K. Risk Measures and Insurance Solvency Benchmarks: Fixed-Probability Levels in Renewal Risk Models is written for academics and…
Specifikacia Risk Measures and Insurance Solvency Benchmarks (Malinovskii Vsevolod K.
Risk Measures and Insurance Solvency Benchmarks (Malinovskii Vsevolod K.
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. 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. 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.
This book can also be used For those who find the proofs too complicated, it may be reassuring that most results in this book are formulated in rather elementary terms.