An Introduction to Computational Risk Management of Equity-Linked Insurance - Couverture rigide

Feng, Runhuan

Couverture rigide

ISBN 10 : 1498742165 ISBN 13 : 9781498742160

Editeur : CRC Press, 2018

Synopsis

The book will be devoted to quantitative models and computational techniques for risk management of equity-linked insurance. Although there have been research papers on the valuation of a great variety of investment guarantee products, they were primarily based on financial option pricing theory from the policyholders' perspective. This book is aimed at addressing the risk management issues from the insurer and regulator's viewpoints.

A propos du livre

À propos de l?auteur

Runhuan Feng is an Associate Professor of Mathematics and the Director of Actuarial Science at the University of Illinois at Urbana-Champaign. He is a Fellow of the Society of Actuaries and a Chartered Enterprise Risk Analyst. He is a Helen Corley Petit Professorial Scholar and the State Farm Companies Foundation Scholar in Actuarial Science. Runhuan received a Ph.D. degree in Actuarial Science from the University of Waterloo, Canada. Prior to joining Illinois, he held a tenure-track position at the University of Wisconsin-Milwaukee, where he was named a Research Fellow.

Runhuan received numerous grants and research contracts from the Actuarial Foundation and the Society of Actuaries in the past. He has published a series of papers on top-tier actuarial and applied probability journals on stochastic analytic approaches in risk theory and quantitative risk management of equity-linked insurance. Over the recent years, he has dedicated his efforts to developing computational methods for managing market innovations in areas of investment combined insurance and retirement planning.

Détails de l'édition

• Éditeur: CRC Press
• Date d'édition: 2018
• Langue: anglais
• ISBN 10: 1498742165
• ISBN 13: 9781498742160
• Reliure: Relié
• Nombre de pages: 402
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible