ERM and QRM in Life Insurance : An Actuarial Primer Paperback / softback
by Ermanno Pitacco
Part of the Springer Actuarial Lecture Notes series
Paperback / softback
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Description
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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In Stock - low on stock, only 1 copy remainingFree UK DeliveryEstimated delivery 2-3 working days
- Format:Paperback / softback
- Pages:228 pages, 84 Illustrations, color; 60 Illustrations, black and white; XIII, 228 p. 144 illus., 84 i
- Publisher:Springer Nature Switzerland AG
- Publication Date:26/08/2020
- Category:
- ISBN:9783030498511
Other Formats
- PDF from £46.74
Information
-
In Stock - low on stock, only 1 copy remainingFree UK DeliveryEstimated delivery 2-3 working days
- Format:Paperback / softback
- Pages:228 pages, 84 Illustrations, color; 60 Illustrations, black and white; XIII, 228 p. 144 illus., 84 i
- Publisher:Springer Nature Switzerland AG
- Publication Date:26/08/2020
- Category:
- ISBN:9783030498511