Life Insurance Risk Management Essentials

The aim of the book is to provide an overview of risk management in life insurance companies. The focus is twofold: (1) to provide a broad view of the different topics needed for risk management and (2) to provide the necessary tools and techniques to concretely apply them in practice. Much emphasis...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Koller, Michael (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2011.
Edición:1st ed. 2011.
Colección:EAA Series,
Temas:
Financial services industry.
Macroeconomics.
Mathematics.
Probabilities.
Statistics .
Financial Services.
Macroeconomics and Monetary Economics.
Applications of Mathematics.
Probability Theory.
Statistics in Business, Management, Economics, Finance, Insurance.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • What is Risk Management
  • The role of the Balance Sheets and of Capital
  • Accounting Principles
  • Risk Appetite and Tolerance
  • Key Insurance Processes and their Risks
  • Financial Risks and their Modelling
  • Insurance Risks
  • Operational Risks
  • Capital Models and Integrated Risk Management
  • Risk adjusted performance Metrics
  • Risk Management in a Group and Intra-group Transactions
  • Products and their Risks
  • Emerging Risks
  • Regulatory view on Risk Management: Solvency II
  • Governance and Organisation
  • A Stochastic Processes
  • B Application of the Markov model to Life Insurance
  • C Abstract Valuation
  • D An Introduction to Arbitrage Free Pricing
  • E An Introduction to Stochastic Integration
  • F CERA Comparison.

Ejemplares similares