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

Vsevolod K. Malinovskii

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.

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Year of publication:	[erschienen 2021] ; First edition
Authors:	Malinovskij, Vsevolod Konstantinovič
Publisher:	Boca Raton : CRC Press, Taylor & Francis Group
Subject:	Risiko \| Risk \| Versicherungsmathematik \| Actuarial mathematics \| EU-Versicherungsrecht \| European insurance law \| Risikoanalyse

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Extent:	xvi, 324 Seiten Illustrationen, Diagramme
Series:	Chapman & Hall/CRC financial mathematics series
Type of publication:	Book / Working Paper
Language:	English
Notes:	Literaturverzeichnis: Seite 309-319. - Index
ISBN:	978-0-367-74026-9 ; 978-0-367-74402-1 ; 978-1-003-15762-5
Classification:	Investition, Finanzierung ; Angewandte Mathematik
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012487796