
Insurance solvency, value-at-risk, and inverse level crossing problem
Author(s) -
V. K. Malinovskiǐ
Publication year - 2020
Language(s) - English
Resource type - Conference proceedings
DOI - 10.33276/978-5-8211-0786-2-82
Subject(s) - solvency , actuarial science , value (mathematics) , value at risk , risk analysis (engineering) , computer science , econometrics , business , risk management , mathematics , statistics , finance , market liquidity