Life Insurance Risk Management Essentials

Michael Koller

• Paperback | Engels | Eaa
• 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... Lees meer

Market-Consistent Actuarial Valuation

Mario V Wüthrich

• Paperback | Engels | Eaa
• It is a challenging task to read the balance sheet of an insurance company. This derives from the fact that different positions are often measured by ... Lees meer

Modelling in Life Insurance - A Management Perspective

• Paperback | Engels | Eaa
• Focusing on life insurance and pensions, this book addresses various aspects of modelling in modern insurance: insurance liabilities; asset-liability ... Lees meer

Handbook on Loss Reserving

• Paperback | Engels | Eaa
• This handbook presents the basic aspects of actuarial loss reserving. Besides the traditional methods, it also includes a description of more recent o... Lees meer

Introduction to Insurance Mathematics

Annamaria Olivieri, Ermanno Pitacco

• Paperback | Engels | Eaa
• This second edition expands the first chapters, which focus on the approach to risk management issues discussed in the first edition, to offer readers... Lees meer

Gerber-Shiu Risk Theory

Andreas E Kyprianou

• Paperback | Engels | Eaa
• Motivated by the many and long-standing contributions of H. Gerber and E. Shiu, this book gives a modern perspective on the problem of ruin for the cl... Lees meer

Recursions for Convolutions and Compound Distributions with Insurance Applications

Bjoern Sundt, Raluca Vernic

• Paperback | Engels | Eaa
• Since 1980, methods for recursive evaluation of aggregate claims distributions have received extensive attention in the actuarial literature. This boo... Lees meer

Concentration Risk in Credit Portfolios

Eva Lütkebohmert

• Paperback | Engels | Eaa
• Modeling and management of credit risk are the main topics within banks and other lending institutions. Historical experience shows that, in particula... Lees meer

Modern Problems in Insurance Mathematics

• Paperback | Engels | Eaa
• This book is a compilation of 21 papers presented at the International Cramér Symposium on Insurance Mathematics (ICSIM) held at Stockholm University ... Lees meer

Non-Life Insurance Pricing with Generalized Linear Models

Esbjörn Ohlsson, Björn Johansson

• Paperback | Engels | Eaa
• Non-life insurance pricing is the art of setting the price of an insurance policy, taking into consideration varoius properties of the insured object ... Lees meer

Value-Oriented Risk Management of Insurance Companies

Marcus Kriele, Jochen Wolf

• Paperback | Engels | Eaa
• Value- and risk-oriented management is a holistic method of managing businesses. In this book both actuarial methods and methods pertaining to classic... Lees meer

Risk Measures and Attitudes

• Paperback | Engels | Eaa
• Risk has been described in the past by a simple measure, such as the variance, and risk attitude is often considered simply a degree of risk aversion.... Lees meer

Risk Theory and Reinsurance

Griselda Deelstra, Guillaume Plantin

• Paperback | Engels | Eaa
• Reinsurance is an important production factor of non-life insurance. The efficiency and the capacity of the reinsurance market directly regulate those... Lees meer

Health Insurance

Ermanno Pitacco

• Paperback | Engels | Eaa
• Health Insurance aims at filling a gap in actuarial literature, attempting to solve the frequent misunderstanding in regards to both the purpose and t... Lees meer

Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications

Lukasz DeLong

• Paperback | Engels | Eaa
• Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance. Part I of this book presents the th... Lees meer