ERM and QRM in Life Insurance
An Actuarial Primer
Springer International Publishing
ISBN 978-3-030-49852-8
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Bibliografische Daten
eBook. PDF
2020
XIII, 228 p. 144 illus., 84 illus. in color..
In englischer Sprache
Umfang: 228 S.
Verlag: Springer International Publishing
ISBN: 978-3-030-49852-8
Weiterführende bibliografische Daten
Das Werk ist Teil der Reihe: Springer Actuarial Lecture Notes Springer Actuarial
Produktbeschreibung
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.
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