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ERM and QRM in Life Insurance

Download or Read eBook ERM and QRM in Life Insurance PDF written by Ermanno Pitacco and published by Springer Nature. This book was released on 2020-08-25 with total page 236 pages. Available in PDF, EPUB and Kindle.
ERM and QRM in Life Insurance
Author :
Publisher : Springer Nature
Total Pages : 236
Release :
ISBN-10 : 9783030498528
ISBN-13 : 3030498522
Rating : 4/5 (28 Downloads)

Book Synopsis ERM and QRM in Life Insurance by : Ermanno Pitacco

Book excerpt: 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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