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Risk Measures and Insurance Solvency Benchmarks - Fixed-Probability Levels in Renewal Risk Models (Hardcover)
Loot Price: R3,510
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Risk Measures and Insurance Solvency Benchmarks - Fixed-Probability Levels in Renewal Risk Models (Hardcover)
Series: Chapman and Hall/CRC Financial Mathematics Series
Expected to ship within 10 - 15 working days
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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.
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