Dewey Class |
368.01 |
Title |
ERM and QRM in Life Insurance ([EBook]) : An Actuarial Primer / / by Ermanno Pitacco. |
Author |
Pitacco, Ermanno |
Other name(s) |
SpringerLink (Online service) |
Edition statement |
1st ed. 2020. |
Publication |
Cham : : Springer International Publishing : : Imprint: Springer, , 2020. |
Physical Details |
XIII, 228 p. 144 illus., 84 illus. in color. : online resource. |
Series |
Springer Actuarial Lecture Notes 2523-3289 |
ISBN |
9783030498528 |
Summary Note |
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.: |
Contents note |
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. |
Mode of acces to digital resource |
Digital book. Cham Springer Nature 2020. - Mode of access: World Wide Web. System requirements: Internet Explorer 6.0 (or higher) or Firefox 2.0 (or higher). Available as searchable text in PDF format |
System details note |
- Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users). |
Internet Site |
https://doi.org/10.1007/978-3-030-49852-8 |
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