ERM and QRM in life insurance : an actuarial primer /
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| Author / Creator: | Pitacco, Ermanno, author. |
|---|---|
| Imprint: | Cham, Switzerland : Springer, [2020] |
| Description: | 1 online resource (xiii, 228 pages) |
| Language: | English |
| Series: | Springer actuarial. Springer actuarial lecture notes Springer actuarial. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/12608281 |
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| 100 | 1 | |a Pitacco, Ermanno, |e author. |0 http://id.loc.gov/authorities/names/n79135123 | |
| 245 | 1 | 0 | |a ERM and QRM in life insurance : |b an actuarial primer / |c Ermanno Pitacco. |
| 246 | 3 | |a Enterprise risk management and quantitative risk management in life insurance | |
| 264 | 1 | |a Cham, Switzerland : |b Springer, |c [2020] | |
| 300 | |a 1 online resource (xiii, 228 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 1 | |a Springer actuarial. Springer actuarial lecture notes | |
| 504 | |a Includes bibliographical references and index. | ||
| 520 | |a 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. | ||
| 588 | |a Description based on online resource; title from digital title page (viewed on October 08, 2020). | ||
| 505 | 0 | |a 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. | |
| 650 | 0 | |a Life insurance |x Risk management. | |
| 650 | 0 | |a Actuarial science. |0 http://id.loc.gov/authorities/subjects/sh2008005723 | |
| 650 | 7 | |a Finance & accounting. |2 bicssc | |
| 650 | 7 | |a Insurance & actuarial studies. |2 bicssc | |
| 650 | 7 | |a Mathematics |x Applied. |2 bisacsh | |
| 650 | 7 | |a Business & Economics |x Insurance |x General. |2 bisacsh | |
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