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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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Guardat en:
Format: Online
Idioma:anglès
Publicat: MDPI - Multidisciplinary Digital Publishing Institute 2023
Matèries:
equalization reserves
GAM
GLM
reinsurance
non-life
Switzerland
tax
life annuities
standard annuities
underwritten annuities
enhanced annuities
impaired annuities
preferred risks
substandard lives
unit-linked tontine
product design
risk neutral pricing
utility optimization
utility performance
life insurance
personal finance
human capital
Lee–Carter
counting distributions
mortality projections
natural exponential family
copula
Archimedean generator
dependence
coupled lives
equity release
reverse annuity contract
critical health insurance
cash flow
financial protection of elderly
distortion risk measures
expected utility
Wasserstein distance
robustness and sensitivity analysis
model uncertainty
VaR
TCE
extended TCE
insurance regulation
risk measurement
Macaulay duration
Macaulay convexity
net present value of cash flows
n/a
thema EDItEUR::G Reference, Information and Interdisciplinary subjects::GP Research and information: general
thema EDItEUR::P Mathematics and Science
thema EDItEUR::P Mathematics and Science::PB Mathematics::PBT Probability and statistics
Accés en línia:ONIX_20230911_9783036583914_7
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Sumari: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.

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