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
Format:	Online
Language:	English
Published:	MDPI - Multidisciplinary Digital Publishing Institute 2023
Subjects:	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
Online Access:	ONIX_20230911_9783036583914_7
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Actuarial Mathematics and Risk Management

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