LIBERO WebOPAC Catalogue Display (W561)

Catalogue Information
Field name	Details
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
Links to Related Works	Subject References: Actuarial science . Actuarial Sciences . Economics, Mathematical . Quantitative Finance . Authors: author . Pitacco, Ermanno . Corporate Authors: SpringerLink (Online service) . Series: Springer Actuarial Lecture Notes . Classification: 368.01 .

Catalogue Display

ERM and QRM in Life Insurance: An Actuarial Primer

Reviews