ERM and QRM in Life Insurance
An Actuarial Primer
(Sprache: Englisch)
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...
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Klappentext zu „ERM and QRM in Life Insurance “
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.
Inhaltsverzeichnis zu „ERM and QRM in Life Insurance “
Preface.- Introduction.- Enterprise Risk Management and Quantitative Risk Management .- The Risk Management process. - Risk Management for life insurance and life annuities. - Risk assessment and impact assessment in life insurance business. - Risk assessment and impact assessment in life annuity business. - Sensitivity testing for long-term care insurance products. - References.- Index
Autoren-Porträt von Ermanno Pitacco
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.
Bibliographische Angaben
- Autor: Ermanno Pitacco
- 2020, 1st ed. 2020, XIII, 228 Seiten, 84 farbige Abbildungen, Masse: 15,7 x 23,6 cm, Kartoniert (TB), Englisch
- Verlag: Springer, Berlin
- ISBN-10: 3030498514
- ISBN-13: 9783030498511
Sprache:
Englisch
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