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Actuarial Mathematics and Risk Management

dc.contributor.editorOlivieri, Annamaria
dc.date.accessioned2023-09-11T11:48:20Z
dc.date.available2023-09-11T11:48:20Z
dc.date.issued2023
dc.identifierONIX_20230911_9783036583914_7
dc.identifier.urihttps://directory.doabooks.org/handle/20.500.12854/113874
dc.description.abstractThis 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.
dc.languageEnglish
dc.subject.classificationthema EDItEUR::G Reference, Information and Interdisciplinary subjects::GP Research and information: generalen_US
dc.subject.classificationthema EDItEUR::P Mathematics and Scienceen_US
dc.subject.classificationthema EDItEUR::P Mathematics and Science::PB Mathematics::PBT Probability and statisticsen_US
dc.subject.otherequalization reserves
dc.subject.otherGAM
dc.subject.otherGLM
dc.subject.otherreinsurance
dc.subject.othernon-life
dc.subject.otherSwitzerland
dc.subject.othertax
dc.subject.otherlife annuities
dc.subject.otherstandard annuities
dc.subject.otherunderwritten annuities
dc.subject.otherenhanced annuities
dc.subject.otherimpaired annuities
dc.subject.otherpreferred risks
dc.subject.othersubstandard lives
dc.subject.otherunit-linked tontine
dc.subject.otherproduct design
dc.subject.otherrisk neutral pricing
dc.subject.otherutility optimization
dc.subject.otherutility performance
dc.subject.otherlife insurance
dc.subject.otherpersonal finance
dc.subject.otherhuman capital
dc.subject.otherLee–Carter
dc.subject.othercounting distributions
dc.subject.othermortality projections
dc.subject.othernatural exponential family
dc.subject.othercopula
dc.subject.otherArchimedean generator
dc.subject.otherdependence
dc.subject.othercoupled lives
dc.subject.otherequity release
dc.subject.otherreverse annuity contract
dc.subject.othercritical health insurance
dc.subject.othercash flow
dc.subject.otherfinancial protection of elderly
dc.subject.otherdistortion risk measures
dc.subject.otherexpected utility
dc.subject.otherWasserstein distance
dc.subject.otherrobustness and sensitivity analysis
dc.subject.othermodel uncertainty
dc.subject.otherVaR
dc.subject.otherTCE
dc.subject.otherextended TCE
dc.subject.otherinsurance regulation
dc.subject.otherrisk measurement
dc.subject.otherMacaulay duration
dc.subject.otherMacaulay convexity
dc.subject.othernet present value of cash flows
dc.subject.othern/a
dc.titleActuarial Mathematics and Risk Management
dc.typebook
oapen.identifier.doi10.3390/books978-3-0365-8390-7
oapen.relation.isPublishedBy46cabcaa-dd94-4bfe-87b4-55023c1b36d0
oapen.relation.isbn9783036583914
oapen.relation.isbn9783036583907
oapen.pages226


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