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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| Format: | Online |
|---|---|
| Language: | English |
| Published: |
MDPI - Multidisciplinary Digital Publishing Institute
2023
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| Subjects: | |
| Online Access: | ONIX_20230911_9783036583914_7 |
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| _version_ | 1869521393104715776 |
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| collection | Directory of Open Access Books |
| description | 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. |
| format | Online |
| id | doab-20.500.12854ir-113874 |
| institution | Directory of Open Access Books |
| language | eng |
| publishDate | 2023 |
| publishDateRange | 2023 |
| publishDateSort | 2023 |
| publisher | MDPI - Multidisciplinary Digital Publishing Institute |
| publisherStr | MDPI - Multidisciplinary Digital Publishing Institute |
| record_format | ojs |
| spelling | doab-20.500.12854ir-1138742024-03-28T03:32:33Z Actuarial Mathematics and Risk Management Olivieri, Annamaria 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 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. 2023-09-11T11:48:20Z 2023-09-11T11:48:20Z 2023 book ONIX_20230911_9783036583914_7 9783036583914 9783036583907 https://directory.doabooks.org/handle/20.500.12854/113874 eng application/octet-stream Attribution 4.0 International https://mdpi.com/books/pdfview/book/7715 https://mdpi.com/books/pdfview/book/7715 MDPI - Multidisciplinary Digital Publishing Institute 10.3390/books978-3-0365-8390-7 10.3390/books978-3-0365-8390-7 46cabcaa-dd94-4bfe-87b4-55023c1b36d0 9783036583914 9783036583907 226 open access |
| spellingShingle | 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 Actuarial Mathematics and Risk Management |
| title | Actuarial Mathematics and Risk Management |
| title_full | Actuarial Mathematics and Risk Management |
| title_fullStr | Actuarial Mathematics and Risk Management |
| title_full_unstemmed | Actuarial Mathematics and Risk Management |
| title_short | Actuarial Mathematics and Risk Management |
| title_sort | actuarial mathematics and risk management |
| topic | 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 |
| topic_facet | 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 |
| url | ONIX_20230911_9783036583914_7 |