ERM and QRM in Life Insurance : An Actuarial Primer. 1st ed. 2020

種類:

電子ブック

責任表示:

by Ermanno Pitacco

出版情報:

Cham : Springer International Publishing : Imprint: Springer, 2020

著者名:

• Pitacco, Ermanno.
• SpringerLink (Online service)

シリーズ名:

Springer Actuarial Lecture Notes ;

ISBN:

9783030498528 [3030498522]    

注記:

Preface -- Introduction -- Enterprise Risk Management and Quantitative Risk Management -- The Risk Management process. - Risk Management for life insurance and life annuities. - Risk assessment and impact assessment in life insurance business. - Risk assessment and impact assessment in life annuity business. - Sensitivity testing for long-term care insurance products. - References -- Index.
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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