ERM and QRM in life insurance : an actuarial primer
Author(s)
Bibliographic Information
ERM and QRM in life insurance : an actuarial primer
（Springer actuarial lecture notes）
Springer, c2020
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Note
Includes bibliographical references and index
Description and Table of Contents
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
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