Skip to product information
1 of 1

Vsevolod K. Malinovskii

Risk Measures and Insurance Solvency Benchmarks: Fixed-Probability Levels in Renewal Risk Models

Risk Measures and Insurance Solvency Benchmarks: Fixed-Probability Levels in Renewal Risk Models

Regular price £123.76 GBP
Regular price £130.00 GBP Sale price £123.76 GBP
Sale Sold out
Taxes included. Shipping calculated at checkout.

YOU SAVE £6.24

  • Condition: Brand new
  • UK Delivery times: Usually arrives within 2 - 3 working days
  • UK Shipping: Fee starts at £2.39. Subject to product weight & dimension

Bulk ordering. Want 15 or more copies? Get a personalised quote and bigger discounts. Learn more about bulk orders.

  • More about Risk Measures and Insurance Solvency Benchmarks: Fixed-Probability Levels in Renewal Risk Models


This book discusses risk measures and insurance solvency benchmarks, focusing on fixed-probability levels in renewal risk models. It is written for academics and practitioners concerned about potential weaknesses of the Solvency II regulatory system, and for readers interested in pure and applied probability, classical and asymptotic analysis, and intensive calculations. The book requires minimal mathematical prerequisites in analysis and probability and is suitable for researchers and postgraduate students in related fields. It can also be used as a supplement to courses in risk measures, insurance mathematics, and applied probability.

Format: Hardback
Length: 324 pages
Publication date: 22 July 2021
Publisher: Taylor & Francis Ltd


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, 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.

Weight: 654g
Dimension: 161 x 243 x 25 (mm)
ISBN-13: 9780367740269

UK and International shipping information

UK Delivery and returns information:

  • Delivery within 2 - 3 days when ordering in the UK.
  • Shipping fee for UK customers from £2.39. Fully tracked shipping service available.
  • Returns policy: Return within 30 days of receipt for full refund.

International deliveries:

Shulph Ink now ships to Australia, Belgium, Canada, France, Germany, Ireland, Italy, India, Luxembourg Saudi Arabia, Singapore, Spain, Netherlands, New Zealand, United Arab Emirates, United States of America.

  • Delivery times: within 5 - 10 days for international orders.
  • Shipping fee: charges vary for overseas orders. Only tracked services are available for most international orders. Some countries have untracked shipping options.
  • Customs charges: If ordering to addresses outside the United Kingdom, you may or may not incur additional customs and duties fees during local delivery.
View full details