Risk measures and insurance solvency benchmarks : fixed-probability levels in renewal risk models /

Risk measures and insurance solvency benchmarks : fixed-probability levels in renewal risk models /

Saved in:

Bibliographic Details
Author / Creator:	Malinovskii, Vsevolod K., author.
Imprint:	Boca Raton, FL : CRC Press, 2021.
Description:	1 online resource.
Language:	English
Series:	Chapman and Hall/CRC financial mathematics series
Subject:	Risk (Insurance) -- Mathematical models. Risk assessment -- Mathematical models. Risk assessment -- Mathematical models. Risk (Insurance) -- Mathematical models.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/12662777

Hidden Bibliographic Details
ISBN:	9781003157625 1003157629 9780367740269 9780367744021
Notes:	Includes bibliographical references and index. Description based on online resource; title from digital title page (viewed on August 31, 2021).
Other form:	Print version: Malinovskii, Vsevolod K.. Risk measures and insurance solvency benchmarks First edition. Boca Raton : C&H\CRC Press, 2021. 9780367740269

Table of Contents:

Risk measures in finance and insurance
Fixed-probability level in a diffusion model
Fixed-probability level in an exceptional renewal model
Implicit function defined by M-equation
Fixed-probability level in general renewal model
Case study : numerical evaluation of fixed-probability level
Probability mechanism of insurance with migration and ERS-analysis.