LEADER 03075nam  22005295  450 
001 996418254103316
005 20200825210442.0
010   $a3-030-49852-2
024 7 $a10.1007/978-3-030-49852-8
035   $a(CKB)4100000011401162
035   $a(MiAaPQ)EBC6320234
035   $a(DE-He213)978-3-030-49852-8
035   $a(PPN)250216221
035   $a(EXLCZ)994100000011401162
100   $a20200825d2020      u|             0
101 0 $aeng
135   $aurcnu||||||||
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aERM and QRM in Life Insurance$b[electronic resource] $eAn Actuarial Primer  /$fby Ermanno Pitacco
205   $a1st ed. 2020.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2020.
215   $a1 online resource (236 pages) $cillustrations
225 1 $aSpringer Actuarial Lecture Notes,$x2523-3289
311   $a3-030-49851-4 
320   $aIncludes bibliographical references and index.
327   $aPreface -- 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.
330   $aThis book deals with Enterprise Risk Management (ERM) and, in particular, Quantitative Risk Management (QRM) in life insurance business. Constituting a ?bridge? between traditional actuarial mathematics and insurance risk management processes, its purpose is to provide advanced undergraduate and graduate students in the Actuarial Sciences, Finance and Economics with the basics of ERM (in general) and QRM applied to life insurance business. The main topics dealt with are: general issues on ERM, risk management tools for life insurance and life annuities, deterministic and stochastic analysis of the behaviour of a portfolio fund, application of sensitivity testing to assess ranges of results of interest, stress testing to assess the impact of extreme scenarios, and the product development process for life annuity products.
410  0$aSpringer Actuarial Lecture Notes,$x2523-3289
606   $aActuarial science
606   $aEconomics, Mathematical 
606   $aActuarial Sciences$3https://scigraph.springernature.com/ontologies/product-market-codes/M13080
606   $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062
615  0$aActuarial science.
615  0$aEconomics, Mathematical .
615 14$aActuarial Sciences.
615 24$aQuantitative Finance.
676   $a368.012
700   $aPitacco$b Ermanno$4aut$4http://id.loc.gov/vocabulary/relators/aut$068761
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a996418254103316
996   $aERM and QRM in Life Insurance$92052276
997   $aUNISA