Risk Measures and Insurance Solvency Benchmarks: Fixed-Probability Levels in Renewal Risk Models
暫譯: 風險度量與保險償付能力基準：續保風險模型中的固定概率水平
Malinovskii, Vsevolod K.
- 出版商: CRC
- 出版日期: 2023-07-24
- 售價: $2,420
- 貴賓價: 9.5 折 $2,299
- 語言: 英文
- 頁數: 340
- 裝訂: Quality Paper - also called trade paper
- ISBN: 0367744023
- ISBN-13: 9780367744021
海外代購書籍(需單獨結帳)
商品描述
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.
商品描述(中文翻譯)
《風險度量與保險償付能力基準：續保風險模型中的固定概率水平》是為關心《償付能力 II》監管系統潛在弱點的學術界和實務界人士所撰寫。這本書也適合對純粹與應用概率感興趣、喜愛經典與漸近分析，並有動力深入進行相當密集計算的讀者。
本書的正式前提是具備良好的分析背景。希望的前提是具備一定程度的概率訓練，但對於熟悉經典實變數理論（包括漸近方法）的人來說，這本書也會很有趣。對於那些覺得證明過於複雜的讀者，值得安慰的是，本書中的大多數結果都是以相當基本的術語表述的。本書也可以作為風險度量、保險數學和應用概率的基礎課程的閱讀材料。本書的部分內容曾被作者用於他在莫斯科、哥本哈根大學和蒙特利爾大學的幾門課程中。
**特色**
- 只需具備分析和概率的最基本數學前提
- 適合相關領域的研究人員和研究生
- 可作為風險度量、保險數學和應用概率課程的補充教材。
作者簡介
Vsevolod K. Malinovskii graduated from the Moscow State University, earned his Ph.D. in Mathematics from the Steklov Mathematical Institute in 1983, and his D.Sc. in Mathematics from the Central conomics and Mathematics Institute (CEMI) of the Russian Academy of Science in 2000. He joined Probability Theory's Department of Steklov Mathematical Institute in 1982 and worked there until 2006. Since 2009, he has been a Chief research fellow at the CEMI.
He was Visiting Professor at the University of Copenhagen in 1993 and in 1998, and at the University of Montreal in 2001. He has authored Insurance Planning Models: Price Competition and Regulation of Financial Stability and Level-Crossing Problems and Inverse Gaussian Distributions: Closed-Form Results and Approximations. Professor Malinovskii's main research interests are in Applied Probability and in Mathematical Statistics.
作者簡介(中文翻譯)
維謝斯拉夫·K·馬林諾夫斯基畢業於莫斯科國立大學，於1983年在斯捷克洛夫數學研究所獲得數學博士學位，並於2000年在俄羅斯科學院中央經濟與數學研究所（CEMI）獲得數學科學博士學位。他於1982年加入斯捷克洛夫數學研究所的概率論部門，並在那裡工作至2006年。自2009年以來，他一直擔任CEMI的首席研究員。
他於1993年和1998年擔任哥本哈根大學的訪問教授，並於2001年擔任蒙特利爾大學的訪問教授。他著有《保險規劃模型：價格競爭與金融穩定的監管》和《交叉路口問題與反高斯分佈：封閉形式的結果與近似》。馬林諾夫斯基教授的主要研究興趣在於應用概率和數學統計。
