1. Risk measures in finance and insurance. 1.1. Risk measures in finance and portfolio management. 1.2. Risk measures in Solvency II system. 1.3. Risk measures in risk theory. 1.4. Aim and structure of the book. 1.5. Readers, to whom this book is addressed. Problems. 2. Fixed-probability level in a diffusion model. 2.1. Diffusion model: an auxiliary tool. 2.2. Direct level-crossing problem. 2.3. Inverse level-crossing problem. 2.4. Asymptotic behaviour of fixed-probability level. 2.5. Primary upper bounds on fixed ...
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1. Risk measures in finance and insurance. 1.1. Risk measures in finance and portfolio management. 1.2. Risk measures in Solvency II system. 1.3. Risk measures in risk theory. 1.4. Aim and structure of the book. 1.5. Readers, to whom this book is addressed. Problems. 2. Fixed-probability level in a diffusion model. 2.1. Diffusion model: an auxiliary tool. 2.2. Direct level-crossing problem. 2.3. Inverse level-crossing problem. 2.4. Asymptotic behaviour of fixed-probability level. 2.5. Primary upper bounds on fixed-probability level. 2.6. Elaborated upper bounds on fixed-probability level. 2.7. Conclusions and perspectives. Problems. 3. Fixed-probability level in an exceptional renewal model. 3.1. Exponential renewal model: an exceptional case. 3.2. Direct level-crossing problem. 3.3. Inverse level-crossing problem. 3.4. Asymptotic behaviour of fixed-probability level. 3.5. Primary upper bounds on fixed-probability level. 3.6. Elaborated upper bounds on fixed-probability level. 3.7. Conclusions. Problems. 4. Implicit function defined by M-equation. 4.1. Analytical properties of core integral expression. 4.2. Proximity between Mu;c(t) and Mu;c(t j v). 4.3. Analytical properties of M-level. Problem. 5. Fixed-probability level in general renewal model. 5.1. General renewal model: main framework. 5.2. Direct level-crossing problem. 5.3. Inverse level-crossing problem. 5.4. Primary upper bounds on fixed-probability level. 5.5. Proximity to M-level. 5.6. Conclusion. Problem. 6. Case study: numerical evaluation of fixed-probability Level. 6.1. Distributions of T and Y selected for numerical calculations. 6.2. Simulation in level-crossing problems. 6.3. Numerically calculated bounds on the fixed-probability level. 6.4. Conclusion. Problems. 7. Probability mechanism of insurance with migration and ERS-analysis. 7.1. Structural model of insurance business: origin and purpose of ERS-analysis. 7.2. Price competition, migration, and market price. 7.3. Compound Poisson risk model with migration. 7.4. ERS-analysis, when Y is exponentially distributed. 7.5. ERS-analysis, when Y is generally distributed. 7.6. Conclusions. Problems. A. Auxiliary results from analysis. B. Auxiliary results from probability. List of Notations. Notes and Comments. Bibliography. Index.
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Add this copy of Schopenhauer (Arguments of the Philosophers) to cart. $17.32, good condition, Sold by Midtown Scholar Bookstore rated 5.0 out of 5 stars, ships from Harrisburg, PA, UNITED STATES, published 1985 by Routledge.
Add this copy of Schopenhauer (Arguments of the Philosophers) to cart. $62.35, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1985 by Routledge.
Add this copy of Schopenhauer (Arguments of the Philosophers) to cart. $103.44, new condition, Sold by GridFreed rated 4.0 out of 5 stars, ships from North Las Vegas, NV, UNITED STATES, published 1985 by Routledge.
Add this copy of Schopenhauer: the Arguments of the Philosophers to cart. $20.66, poor condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1980 by Routledge and Kegan Paul.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. Book contains pencil markings. In poor condition, suitable as a reading copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 500grams, ISBN: 0710005229.
Add this copy of Schopenhauer (the Arguments of the Philosophers) to cart. $26.00, very good condition, Sold by BookHouse On-Line rated 5.0 out of 5 stars, ships from Minneapolis, MN, UNITED STATES, published 1980 by Routledge Kegan Paul.
Add this copy of Schopenhauer (the Arguments of the Philosophers) to cart. $53.16, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1980 by Routledge & Kegan Paul.
