Articles liés à ERM and QRM in Life Insurance: An Actuarial Primer

ERM and QRM in Life Insurance: An Actuarial Primer - Couverture souple

Livre 7 sur 9: Springer Actuarial

Pitacco, Ermanno

 
9783030498511: ERM and QRM in Life Insurance: An Actuarial Primer
Couverture souple
ISBN 10 : 3030498514 ISBN 13 : 9783030498511
Editeur : Springer, 2020

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer
Date d'édition
2020
Langue
anglais
ISBN 10 
3030498514
ISBN 13 
9783030498511
Reliure
Broché
Numéro d'édition
1
Nombre de pages
244
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