Risk Measures and Insurance Solvency Benchmarks: Fixed-Probability Levels in Renewal Risk Models
Malinovskii, Vsevolod K.
- 出版商: CRC
- 出版日期: 2023-07-24
- 售價: $2,370
- 貴賓價: 9.5 折 $2,252
- 語言: 英文
- 頁數: 340
- 裝訂: Quality Paper - also called trade paper
- ISBN: 0367744023
- ISBN-13: 9780367744021
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相關主題
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)
《風險衡量與保險偿付基準：續保風險模型中的固定概率水平》是為關注 Solvency II 監管制度潛在弱點的學者和從業人員而寫的。它也適合對純粹和應用概率感興趣、對古典和漸近分析有興趣並且有動力進行相當密集的計算的讀者。
本書的正式先決條件是良好的分析背景。期望的先決條件是一定程度的概率培訓，但對於具有古典實變理論知識（包括漸近方法）的人來說，這本書也很有趣。對於那些覺得證明過於複雜的人來說，可以放心的是，本書中的大多數結果都以相當基本的術語表述。本書還可以作為風險衡量、保險數學和應用概率基礎課程的閱讀材料。本書的材料部分是作者在莫斯科幾所大學、哥本哈根大學和蒙特利爾大學的課程中使用的。
特點：
- 只需要最低限度的分析和概率先決條件
- 適合相關領域的研究人員和研究生
- 可作為風險衡量、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)
弗舍沃洛德·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，並在那裡工作直到2006年。自2009年以來，他一直是CEMI的首席研究員。
他曾於1993年和1998年分別擔任哥本哈根大學和2001年擔任蒙特利爾大學的訪問教授。他撰寫了《保險規劃模型：價格競爭和金融穩定的監管》和《水平交叉問題和逆高斯分佈：閉式結果和近似》。馬林諾夫斯基教授的主要研究興趣在應用概率和數理統計領域。
