ERM and QRM in Life Insurance:An Actuarial Primer(Springer Actuarial Lecture Notes)

人寿保险中的ERM与QRM:精算入门

保险学

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作      者
出版时间
2020年08月26日
装      帧
平装
ISBN
9783030498511
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页      码
228
语      种
英文
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图书简介
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 mathematicsand insurance risk management processes, its purpose is to provide advanced undergraduate and graduate students in the Actuarial Sciences, Finance andEconomics 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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