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ERM and QRM in Life Insurance
- An Actuarial Primer
Engelsk
Bogcover for ERM and QRM in Life Insurance af Ermanno Pitacco, 9783030498511
Specifikationer
Sprog:
Engelsk
Sider:
228
ISBN-13:
9783030498511
Indbinding:
Paperback
ISBN-10:
3030498514
Udg. Dato:
26 aug 2020
Størrelse i cm:
15,5 x 23,3 x 1,9
Oplagsdato:
26 aug 2020
Forfatter(e):

ERM and QRM in Life Insurance

- An Actuarial Primer
Engelsk
Paperback 2020
Format:

Bog beskrivelse

This book deals with Enterprise Risk Management (ERM) and, in particular, Quantitative Risk Management (QRM) in life insurance business. Constituting a "bridge" between traditional actuarial mathematics and insurance risk management processes, its purpose is to provide advanced undergraduate and graduate students in the Actuarial Sciences, Finance and Economics with the basics of ERM (in general) and QRM applied to life insurance business. The main topics dealt with are: general issues on ERM, risk management tools for life insurance and life annuities, deterministic and stochastic analysis of the behaviour of a portfolio fund, application of sensitivity testing to assess ranges of results of interest, stress testing to assess the impact of extreme scenarios, and the product development process for life annuity products.

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Specifikationer
Sprog:
Engelsk
Sider:
228
ISBN-13:
9783030498511
Indbinding:
Paperback
ISBN-10:
3030498514
Udg. Dato:
26 aug 2020
Størrelse i cm:
15,5 x 23,3 x 1,9
Oplagsdato:
26 aug 2020
Forfatter(e):
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