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

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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:
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.