Risk Measures and Insurance Solvency Benchmarks
Fixed-Probability Levels in Renewal Risk Models
This book 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 and have a taste for classical and asymptotic analysis.
juillet 2023, env. 340 pages, Chapman and Hall/CRC Financial Mathematics Series, Anglais
Taylor and Francis
978-0-367-74402-1
Taylor and Francis
978-0-367-74402-1

