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ERM and QRM in Life Insurance: An Actuarial Primer
 
Product details:
ISBN13:9783030498511
ISBN10:3030498514
Binding:Paperback
No. of pages:228 pages
Size:235x155 mm
Weight:454 g
Language:English
Illustrations: 60 Illustrations, black & white; 84 Illustrations, color
149
Category:

ERM and QRM in Life Insurance

An Actuarial Primer
 
Edition number: 1st ed. 2020
Publisher: Springer
Date of Publication:
Number of Volumes: 1 pieces, Book
 
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EUR 64.19
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27 229 HUF (25 932 HUF + 5% VAT)
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Short description:

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.

Long description:

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.

Table of Contents:
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