LEADER 05668oam 2200757I 450 001 9910458762003321 005 20200520144314.0 010 $a0-429-06270-2 010 $a1-4398-2132-1 024 7 $a10.1201/b10338 035 $a(CKB)2560000000061072 035 $a(EBL)665629 035 $a(OCoLC)705930832 035 $a(SSID)ssj0000469836 035 $a(PQKBManifestationID)11307596 035 $a(PQKBTitleCode)TC0000469836 035 $a(PQKBWorkID)10510778 035 $a(PQKB)10865391 035 $a(MiAaPQ)EBC665629 035 $a(Au-PeEL)EBL665629 035 $a(CaPaEBR)ebr10449846 035 $a(CaONFJC)MIL692875 035 $a(EXLCZ)992560000000061072 100 $a20180331d2011 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aHandbook of solvency for actuaries and risk managers $etheory and practice /$fArne Sandstrom 210 1$aBoca Raton :$cCRC Press,$d2011. 215 $a1 online resource (1084 p.) 225 1 $aChapman & Hall/CRC finance series 300 $a"A Chapman & Hall book". 311 $a1-322-61593-4 311 $a1-4398-2130-5 320 $aIncludes bibliographical references (p. 993-1024) and index. 327 $aFront cover; Contents; Preface; Reader's Guide; Web Site Information; Future Information; Abbreviations; PART A. Solvency Introduction; Chapter 1. Solvency; Chapter 2. A Historical Review; Chapter 3. Managing Risks and the Enterprise; Chapter 4. Summary of the Development of ERM and Solvency; Chapter 5. Elements of Solvency Assessment Systems; PART B. Valuation, Investments, and Capital; Chapter 6. Total Balance Sheet Approach; Chapter 7. Asset Valuation; Chapter 8. Liability Valuation; Chapter 9. Other Valuation Issues; Chapter 10. Investments and Own Funds; Chapter 11. Accounting Valuation 327 $aPART C. Modeling and MeasuringChapter 12. Developing a Model; Chapter 13. Dependence; Chapter 14. Risk Measures; Chapter 15. Capital Requirement; Chapter 16. Risks and Subrisks; Chapter 17. Market Risk; Chapter 18. Credit Risk; Chapter 19. Operational Risk; Chapter 20. Liquidity Risk; Chapter 21. Underwriting/Insurance Risk; PART D. European Solvency II General Ideas, Valuation and Investment: Final Advice; Chapter 22. European Solvency II: General Ideas; Chapter 23. European Solvency II: Asset Valuation; Chapter 24. European Solvency II Project: Liability Valuation 327 $aChapter 25. European Solvency II Project: Eligible Own Funds and InvestmentsCHapter 26. Solvency II: Standard Formula Framework; Chapter 27. Solvency II Standard Formula: Market Risk; Chapter 28. Solvency II Standard Formula: Credit Risk; Chapter 29. Solvency II Standard Formula: Operational Risk; Chapter 30. Solvency II Standard Formula: Liquidity Risk; Chapter 31. Solvency II Standard Formula: Nonlife Underwriting Risk; Chapter 32. European Solvency II Standard Formula: Life Underwriting Risk; Chapter 33. Solvency II Standard Formula: Health Underwriting Risk 327 $aChapter 34. Solvency II Standard Formula: Minimum Capital RequirementPART F. Backgrounds and Calibrations; Appendix A. Some Statistical Clarifications; Appendix B. Approximations for Skewness; Appendix C. List of Different Papers Published by CEIOPS; Appendix D. European Solvency II Project; Appendix E. European Solvency II: General Ideas; Appendix F. European Solvency II: Asset Valuation; Appendix G. European Solvency II: Liability Valuation; Appendix H. European Solvency II: Standard Formula Framework; Appendix I. European Solvency II Standard Formula: Market Risk 327 $aAppendix J. European Solvency II Standard Formula: Credit RiskAppendix K. European Solvency II Standard Formula: Operational Risk; Appendix L. European Solvency II Standard Formula: Liquidity Risk; Appendix M. European Solvency II Standard Formula: Nonlife Underwriting Risk; Appendix N. European Solvency II Standard Formula: Life Underwriting Risk; Appendix O. European Solvency II Standard Formula: Health Underwriting Risk; Appendix P. European Solvency II Standard Formula: Minimum Capital Requirement; References; Back cover 330 $aReflecting the author's wealth of experience in this field, Handbook of Solvency for Actuaries and Risk Managers: Theory and Practice focuses on the valuation of assets and liabilities, the calculation of capital requirement, and the calculation of the standard formula for the European Solvency II project. The first three sections of the book examine the solvency concept, historical development, and the role of solvency in an enterprise risk management approach. The text provides a general discussion on valuation, investment, and capital, along with modeling and measuring. It also covers depen 410 0$aChapman & Hall/CRC finance series. 606 $aRisk (Insurance) 606 $aRisk (Insurance)$zEuropean Union countries 606 $aAsset-liability management 606 $aAsset-liability management$zEuropean Union countries 606 $aRisk management 606 $aRisk management$zEuropean Union countries 608 $aElectronic books. 615 0$aRisk (Insurance) 615 0$aRisk (Insurance) 615 0$aAsset-liability management. 615 0$aAsset-liability management 615 0$aRisk management. 615 0$aRisk management 676 $a368.001 700 $aSandstrom$b Arne.$0479827 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910458762003321 996 $aHandbook of solvency for actuaries and risk managers$9259466 997 $aUNINA