03050nam 22005295 450 991048454440332120200825210442.03-030-49852-210.1007/978-3-030-49852-8(CKB)4100000011401162(MiAaPQ)EBC6320234(DE-He213)978-3-030-49852-8(PPN)250216221(EXLCZ)99410000001140116220200825d2020 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierERM and QRM in Life Insurance An Actuarial Primer /by Ermanno Pitacco1st ed. 2020.Cham :Springer International Publishing :Imprint: Springer,2020.1 online resource (236 pages) illustrationsSpringer Actuarial Lecture Notes,2523-32893-030-49851-4 Includes bibliographical references and index.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.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.Springer Actuarial Lecture Notes,2523-3289Actuarial scienceEconomics, Mathematical Actuarial Scienceshttps://scigraph.springernature.com/ontologies/product-market-codes/M13080Quantitative Financehttps://scigraph.springernature.com/ontologies/product-market-codes/M13062Actuarial science.Economics, Mathematical .Actuarial Sciences.Quantitative Finance.368.012Pitacco Ermannoauthttp://id.loc.gov/vocabulary/relators/aut68761MiAaPQMiAaPQMiAaPQBOOK9910484544403321ERM and QRM in Life Insurance2052276UNINA