| |
|
|
|
|
|
|
|
|
1. |
Record Nr. |
UNINA9910484544403321 |
|
|
Autore |
Pitacco Ermanno |
|
|
Titolo |
ERM and QRM in Life Insurance : An Actuarial Primer / / by Ermanno Pitacco |
|
|
|
|
|
|
|
Pubbl/distr/stampa |
|
|
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
|
|
|
|
|
|
|
|
|
ISBN |
|
|
|
|
|
|
Edizione |
[1st ed. 2020.] |
|
|
|
|
|
Descrizione fisica |
|
1 online resource (236 pages) : illustrations |
|
|
|
|
|
|
Collana |
|
Springer Actuarial Lecture Notes, , 2523-3289 |
|
|
|
|
|
|
Disciplina |
|
|
|
|
|
|
Soggetti |
|
Actuarial science |
Economics, Mathematical |
Actuarial Sciences |
Quantitative Finance |
|
|
|
|
|
|
|
|
Lingua di pubblicazione |
|
|
|
|
|
|
Formato |
Materiale a stampa |
|
|
|
|
|
Livello bibliografico |
Monografia |
|
|
|
|
|
Nota di bibliografia |
|
Includes bibliographical references and index. |
|
|
|
|
|
|
Nota di contenuto |
|
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. |
|
|
|
|
|
|
|
|
Sommario/riassunto |
|
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. |
|
|
|
|
| |