03242nam 2200925z- 450 991105320770332120230911(CKB)5690000000228566(oapen)doab113874(EXLCZ)99569000000022856620230920c2023uuuu -u- -engurmn|---annantxtrdacontentcrdamediacrrdacarrierActuarial Mathematics and Risk ManagementMDPI - Multidisciplinary Digital Publishing Institute20231 online resource (226 p.)3-0365-8390-4 This reprint collects ten papers (plus an introductory chapter) showing how actuarial mathematics principles and tools can provide substantial support when implementing QRM phases, in particular when facing new risks or risks with changing features. The following specific topics are specifically discussed: the design of post-retirement benefits, the design of life and health insurance policies against new risks, advancements in mortality modeling, advancements in risk measures and risk models, reserving disclosure tools, and innovative approximation formulae for the mean duration.Mathematics and SciencebicsscProbability and statisticsbicsscResearch and information: generalbicsscArchimedean generatorcash flowcopulacounting distributionscoupled livescritical health insurancedependencedistortion risk measuresenhanced annuitiesequalization reservesequity releaseexpected utilityextended TCEfinancial protection of elderlyGAMGLMhuman capitalimpaired annuitiesinsurance regulationLee-Carterlife annuitieslife insuranceMacaulay convexityMacaulay durationmodel uncertaintymortality projectionsn/anatural exponential familynet present value of cash flowsnon-lifepersonal financepreferred risksproduct designreinsurancereverse annuity contractrisk measurementrisk neutral pricingrobustness and sensitivity analysisstandard annuitiessubstandard livesSwitzerlandtaxTCEunderwritten annuitiesunit-linked tontineutility optimizationutility performanceVaRWasserstein distanceMathematics and ScienceProbability and statisticsResearch and information: generalBOOK9911053207703321Actuarial Mathematics and Risk Management4526621UNINA