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Springer Actuarial Lecture Notes
cover

ERM and QRM in Life Insurance

An Actuarial Primer

Authors: Pitacco, Ermanno

  • Contains simple mathematics in a crisp presentation
  • Provides a self-contained introduction to Enterprise Risk Management
  • Gives plenty of numerical examples in life insurance and life annuity business
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Buy this book

eBook £39.99
price for United Kingdom (gross)
  • The eBook version of this title will be available soon
  • Due: September 18, 2020
  • ISBN 978-3-030-49852-8
  • Digitally watermarked, DRM-free
  • Included format:
  • ebooks can be used on all reading devices
Softcover £49.99
price for United Kingdom (gross)
  • Due: September 18, 2020
  • ISBN 978-3-030-49851-1
  • Free shipping for individuals worldwide
  • Immediate ebook access, if available*, with your print order
About this Textbook

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.

About the authors

Ermanno Pitacco is the academic director of the Master in Insurance and Risk Management at the MIB Trieste School of Management, and professor of Actuarial mathematics and Life insurance technique at the University of Trieste.

He has been visiting professor at various universities (recently the Universities of Louvain-La-Neuve; New South Wales, Sydney; Ljubljana; Zagreb; and Kyoto). His main fields of scientific interest are life and health insurance mathematics and techniques, pension mathematics, longevity risk, and portfolio valuations.

He is the author/coauthor of numerous textbooks and papers in a wide range of insurance and actuarial fields. 

Buy this book

eBook £39.99
price for United Kingdom (gross)
  • The eBook version of this title will be available soon
  • Due: September 18, 2020
  • ISBN 978-3-030-49852-8
  • Digitally watermarked, DRM-free
  • Included format:
  • ebooks can be used on all reading devices
Softcover £49.99
price for United Kingdom (gross)
  • Due: September 18, 2020
  • ISBN 978-3-030-49851-1
  • Free shipping for individuals worldwide
  • Immediate ebook access, if available*, with your print order
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Bibliographic Information

Bibliographic Information
Book Title
ERM and QRM in Life Insurance
Book Subtitle
An Actuarial Primer
Authors
Series Title
Springer Actuarial Lecture Notes
Copyright
2020
Publisher
Springer International Publishing
Copyright Holder
Springer Nature Switzerland AG
eBook ISBN
978-3-030-49852-8
DOI
10.1007/978-3-030-49852-8
Softcover ISBN
978-3-030-49851-1
Series ISSN
2523-3289
Edition Number
1
Number of Pages
XI, 228
Number of Illustrations
60 b/w illustrations, 84 illustrations in colour
Topics

*immediately available upon purchase as print book shipments may be delayed due to the COVID-19 crisis. ebook access is temporary and does not include ownership of the ebook. Only valid for books with an ebook version. Springer Reference Works and instructor copies are not included.