Risk Analysis in Finance

CAT#C429_TitlePage 8/5/03 10:01 AM Page 1

CHAPMAN & HALL/CRC

Monographs and Surveys in

Pure and Applied Mathematics

RISK ANALYSIS IN

FINANCE

AND INSURANCE

ALEXANDER MELNIKOV

Translated and edited by Alexei Filinkov

CHAPMAN & HALL/CRC

A CRC Press Company

Boca Raton London New York Washington, D.C.

131

C429-discl Page 1 Friday, August 8, 2003 1:33 PM

Library of Congress Cataloging-in-Publication Data

Melnikov, Alexander.

Risk analysis in finance and insurance / Alexander Melnikov

p. cm. (Monographs & surveys in pure & applied math; 131)

Includes bibliographical references and index.

ISBN 1-58488-429-0 (alk. paper)

1. Risk management. 2. Finance. 3. Insurance. I. Title II. Chapman & Hall/CRC

monographs and surveys in pure and applied mathematics ; 131.

HD61.M45 2003

368—dc21

2003055407

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