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

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:	9783030498511
Publisher:	Springer International Publishing
Imprint:	Springer
Published date:	26 Aug 2020
Language:	English
Number of pages:	228
Weight:	378g
Height:	155mm
Width:	233mm
Spine width:	19mm

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