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Actuarial Mathematics and Risk Management

This reprint collects ten papers (plus an introductory chapter) showing how actuarial mathematics principles and tools can provide substantial support when implementing QRM phases, in particular when facing new risks or risks with changing features. The following specific topics are specifically dis...

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Bibliographic Details
Main Author: Olivieri, Annamaria
Format: eBook
Language:English
Published: MDPI - Multidisciplinary Digital Publishing Institute 2023
Subjects:
Risk Neutral Pricing
Mortality Projections
Probability And Statistics / Bicssc
Extended Tce
Dependence
Enhanced Annuities
Var
Archimedean Generator
Reverse Annuity Contract
Cash Flow
N/a
Expected Utility
Life Insurance
Tax
Natural Exponential Family
Standard Annuities
Net Present Value Of Cash Flows
Utility Optimization
Macaulay Duration
Insurance Regulation
Equity Release
Equalization Reserves
Tce
Critical Health Insurance
Underwritten Annuities
Unit-linked Tontine
Coupled Lives
Distortion Risk Measures
Impaired Annuities
Macaulay Convexity
Mathematics And Science / Bicssc
Copula
Substandard Lives
Gam
Lee-carter
Robustness And Sensitivity Analysis
Model Uncertainty
Counting Distributions
Non-life
Utility Performance
Switzerland
Life Annuities
Reinsurance
Human Capital
Risk Measurement
Personal Finance
Financial Protection Of Elderly
Research And Information: General / Bicssc
Wasserstein Distance
Preferred Risks
Product Design
Glm
Online Access:
Collection: Directory of Open Access Books - Collection details see MPG.ReNa
Description
Summary:This reprint collects ten papers (plus an introductory chapter) showing how actuarial mathematics principles and tools can provide substantial support when implementing QRM phases, in particular when facing new risks or risks with changing features. The following specific topics are specifically discussed: the design of post-retirement benefits, the design of life and health insurance policies against new risks, advancements in mortality modeling, advancements in risk measures and risk models, reserving disclosure tools, and innovative approximation formulae for the mean duration.
Item Description:Creative Commons (cc), https://creativecommons.org/licenses/by/4.0/
Physical Description:1 electronic resource (226 p.)
ISBN:9783036583914
9783036583907
books978-3-0365-8390-7

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