Risk Measures and Insurance Solvency Benchmarks

Vsevolod K. Malinovskii graduated from the Moscow State University, earned his Ph. D. in Mathematics from the Steklov Mathematical Institute in 1983, and his D. Sc. in Mathematics from the Central conomics and Mathematics Institute (CEMI) of the Russian Academy of Science in 2000. He joined Probability Theory's Department of Steklov Mathematical Institute in 1982 and worked there until 2006. Since 2009, he has been a Chief research fellow at the CEMI.