Hidden Bibliographic Details
| Varying Form of Title: | Enterprise risk management and quantitative risk management in life insurance
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| ISBN: | 9783030498528
3030498522
3030498514
9783030498511
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| Digital file characteristics: | text file PDF
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| Notes: | Includes bibliographical references and index.
Description based on online resource; title from digital title page (viewed on October 08, 2020).
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| Summary: | 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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| Other form: | Print version: 3030498514 9783030498511
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| Standard no.: | 10.1007/978-3-030-49852-8
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