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...
Sábháilte in:
| Príomhchruthaitheoir: | |
|---|---|
| Formáid: | Livre numérique |
| Teanga: | Anglais |
| Foilsithe / Cruthaithe: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Eagrán: | 1st ed. 2011. |
| Sraith: | EAA Series
|
| Rochtain ar líne: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nóta: |
Description d'après consultation du 26 février 2013 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Life Insurance Risk Management Essentials, Texte imprimé, 9783642207204 • Life Insurance Risk Management Essentials, Texte imprimé, 9783642207204 • Life Insurance Risk Management Essentials, Texte imprimé, 9783642207228 |
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|---|---|---|---|
| 001 | 968911 | ||
| 008 | 110722q2000 xxe ||| |||| 00| 0 eng d | ||
| 009 | PPN153869305 | ||
| 020 | |a 9783642207211 | ||
| 041 | 0 | |a eng | |
| 082 | |a 657.836 | ||
| 084 | |a 91-01. 2010 | ||
| 084 | |a 60G44. 2010 | ||
| 084 | |a 60H30c2010 | ||
| 084 | |a 60J20. 2010 | ||
| 100 | 1 | |a Koller, Michael. | |
| 245 | 1 | 0 | |a Life insurance risk Management essentials |c by Michael Koller. |
| 250 | |a 1st ed. 2011. | ||
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a EAA Series |x 1869-6937 | |
| 500 | |a Description d'après consultation du 26 février 2013 | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 504 | |a Bibliogr. Index | ||
| 505 | 1 | |a 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 | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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 has been put into the presentation of the book so that it presents the theory in a simple but sound manner. The first chapters deal with valuation concepts which are defined and analysed, the emphasis is on understanding the risks in corresponding assets and liabilities such as bonds, shares and also insurance liabilities. In the following chapters risk appetite and key insurance processes and their risks are presented and analysed. This more general treatment is followed by chapters describing asset risks, insurance risks and operational risks - the application of models and reporting of the corresponding risks is central. Next, the risks of insurance companies and of special insurance products are looked at. The aim is to show the intrinsic risks in some particular products and the way they can be analysed. The book finishes with emerging risks and risk management from a regulatory point of view, the standard model of Solvency II and the Swiss Solvency Test are analysed and explained. The book has several mathematical appendices which deal with the basic mathematical tools, e.g. probability theory, stochastic processes, Markov chains and a tochastic life insurance model based on Markov chains. Moreover, the appendices look at the mathematical formulation of abstract valuation concepts such as replicating portfolios, state space deflators, arbitrage free pricing and the valuation of unit linked products with guarantees. The various concepts in the book are supported by tables and figures | ||
| 776 | 0 | |t Life Insurance Risk Management Essentials |b Texte imprimé |z 9783642207204 | |
| 776 | 0 | |t Life Insurance Risk Management Essentials |b Texte imprimé |z 9783642207204 | |
| 776 | 0 | |t Life Insurance Risk Management Essentials |b Texte imprimé |z 9783642207228 | |
| 856 | 4 | |q PDF |u https://doi.org/10.1007/978-3-642-20721-1 |z Accès sur la plateforme de l'éditeur | |
| 856 | 4 | |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-01KRL3JF-M |z Accès sur la plateforme Istex | |
| 856 | 4 | |5 452349901:750615133 |u https://ezproxy.univ-orleans.fr/login?url=https://dx.doi.org/10.1007/978-3-642-20721-1 |z Accès Université d'Orléans | |
| 856 | 4 | |5 180339901:753973707 |u https://ezproxy.insa-cvl.fr/login?qurl=https://dx.doi.org/10.1007/978-3-642-20721-1 |z Accès INSA CVL | |
| 997 | |0 968911 |1 Livre numérique |a Ressource numérique |b INSA |b ENSA |c 0/Bibliothèque numérique/ |c 1/Bibliothèque numérique/Autre ressource numérique/ | ||