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Springer Actuarial Lecture Notes

ERM and QRM in Life Insurance

An Actuarial Primer

Authors: Pitacco, Ermanno

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  • 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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eBook 46,00 €
price for India (gross)
  • ISBN 978-3-030-49852-8
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover 54,99 €
price for India (gross)
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. 

Table of contents (9 chapters)

Table of contents (9 chapters)

Buy this book

eBook 46,00 €
price for India (gross)
  • ISBN 978-3-030-49852-8
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover 54,99 €
price for India (gross)
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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
XIII, 228
Number of Illustrations
60 b/w illustrations, 84 illustrations in colour
Topics