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ERM and QRM in Life Insurance = An Actuarial Primer /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	ERM and QRM in Life Insurance/ by Ermanno Pitacco.
其他題名:	An Actuarial Primer /
作者:	Pitacco, Ermanno.
面頁冊數:	XIII, 228 p. 144 illus., 84 illus. in color.online resource. :
Contained By:	Springer Nature eBook
標題:	Quantitative Finance. -
電子資源:	https://doi.org/10.1007/978-3-030-49852-8
ISBN:	9783030498528

ERM and QRM in Life Insurance = An Actuarial Primer /
Pitacco, Ermanno.

ERM and QRM in Life InsuranceAn Actuarial Primer /[electronic resource] :by Ermanno Pitacco. - 1st ed. 2020. - XIII, 228 p. 144 illus., 84 illus. in color.online resource. - Springer Actuarial Lecture Notes,2523-3289. - Springer Actuarial Lecture Notes,.

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.

ISBN: 9783030498528

Standard No.: 10.1007/978-3-030-49852-8doiSubjects--Topical Terms:

669372
Quantitative Finance.

LC Class. No.: HG8779-8793

Dewey Class. No.: 368.01

ERM and QRM in Life Insurance = An Actuarial Primer /
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