ERM and QRM in Life Insurance: An Actuarial Primer (1st ed. 2020) (Springer Actuarial)
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- Synopsis
- 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.
- Copyright:
- 2020
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9783030498528
- Related ISBNs:
- 9783030498511
- Publisher:
- Springer International Publishing
- Date of Addition:
- 10/05/20
- Copyrighted By:
- Springer
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.