Risk measures and insurance solvency benchmarks: fixed-probability levels in renewal risk models
Auteur :
Malinovskii, Vsevolod K.
Éditeur :
Taylor & Francis Ltd
ISBN :
9780367744021
Date de publication :
24 juil. 2023
Dimensions :
23,4 x 15,6 cm
Poids :
453 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.