ERM and QRM in Life Insurance: An Actuarial Primer - Brossura

Pitacco, Ermanno

Brossura

ISBN 10: 3030498514 ISBN 13: 9783030498511

Casa editrice: Springer, 2020

Riassunto

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.

Su questo libro

Informazioni sull?autore

Ermanno Pitacco is the academic director of the Master in Insurance and Risk Management at the MIB Trieste School of Management, and professor of Actuarial mathematics and Life insurance technique at the University of Trieste.

He has been visiting professor at various universities (recently the Universities of Louvain-La-Neuve; New South Wales, Sydney; Ljubljana; Zagreb; and Kyoto). His main fields of scientific interest are life and health insurance mathematics and techniques, pension mathematics, longevity risk, and portfolio valuations.

He is the author/coauthor of numerous textbooks and papers in a wide range of insurance and actuarial fields. 

Dalla quarta di copertina

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.

Dettagli dell'edizione

• Editore: Springer
• Data di pubblicazione: 2020
• Lingua: Inglese
• ISBN 10: 3030498514
• ISBN 13: 9783030498511
• Rilegatura: Copertina flessibile
• Numero edizione: 1
• Numero di pagine: 244
• Contatto del produttore: non disponibile
• Persona responsabile: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Germania