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.
Betal enkelt med kort, Klarna, Apple Pay eller Google Pay. Ikke fornøyd? Du har alltid 14 dagers angrerett. Les mer i våre vilkår. Har du spørsmål, send oss en e-post på hello@memmo.org.
Memmo gjør det enklere å studere – uansett hvor du er i verden. Hos oss samler du pensumbøker og smarte studieverktøy på ett og samme sted: sammendrag, quizer, podkaster og flashcards. Og så Ted, din studiekompis som svarer på alt du lurer på. Over 50 000 studenter studerer allerede her – bygget for at du skal lære raskere og stresse mindre.