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...

Full description

Saved in:
Bibliographic Details
Other Authors: Olivieri, Annamaria (Editor)
Format: Electronic Book Chapter
Language:English
Published: MDPI - Multidisciplinary Digital Publishing Institute 2023
Subjects:
Online Access:DOAB: download the publication
DOAB: description of the publication
Tags: Add Tag
No Tags, Be the first to tag this record!

MARC

LEADER 00000naaaa2200000uu 4500
001 doab_20_500_12854_113874
005 20230911
003 oapen
006 m o d
007 cr|mn|---annan
008 20230911s2023 xx |||||o ||| 0|eng d
020 |a books978-3-0365-8390-7 
020 |a 9783036583914 
020 |a 9783036583907 
040 |a oapen  |c oapen 
024 7 |a 10.3390/books978-3-0365-8390-7  |c doi 
041 0 |a eng 
042 |a dc 
072 7 |a GP  |2 bicssc 
072 7 |a P  |2 bicssc 
072 7 |a PBT  |2 bicssc 
100 1 |a Olivieri, Annamaria  |4 edt 
700 1 |a Olivieri, Annamaria  |4 oth 
245 1 0 |a Actuarial Mathematics and Risk Management 
260 |b MDPI - Multidisciplinary Digital Publishing Institute  |c 2023 
300 |a 1 electronic resource (226 p.) 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
506 0 |a Open Access  |2 star  |f Unrestricted online access 
520 |a 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. 
540 |a Creative Commons  |f https://creativecommons.org/licenses/by/4.0/  |2 cc  |4 https://creativecommons.org/licenses/by/4.0/ 
546 |a English 
650 7 |a Research & information: general  |2 bicssc 
650 7 |a Mathematics & science  |2 bicssc 
650 7 |a Probability & statistics  |2 bicssc 
653 |a equalization reserves 
653 |a GAM 
653 |a GLM 
653 |a reinsurance 
653 |a non-life 
653 |a Switzerland 
653 |a tax 
653 |a life annuities 
653 |a standard annuities 
653 |a underwritten annuities 
653 |a enhanced annuities 
653 |a impaired annuities 
653 |a preferred risks 
653 |a substandard lives 
653 |a unit-linked tontine 
653 |a product design 
653 |a risk neutral pricing 
653 |a utility optimization 
653 |a utility performance 
653 |a life insurance 
653 |a personal finance 
653 |a human capital 
653 |a Lee-Carter 
653 |a counting distributions 
653 |a mortality projections 
653 |a natural exponential family 
653 |a copula 
653 |a Archimedean generator 
653 |a dependence 
653 |a coupled lives 
653 |a equity release 
653 |a reverse annuity contract 
653 |a critical health insurance 
653 |a cash flow 
653 |a financial protection of elderly 
653 |a distortion risk measures 
653 |a expected utility 
653 |a Wasserstein distance 
653 |a robustness and sensitivity analysis 
653 |a model uncertainty 
653 |a VaR 
653 |a TCE 
653 |a extended TCE 
653 |a insurance regulation 
653 |a risk measurement 
653 |a Macaulay duration 
653 |a Macaulay convexity 
653 |a net present value of cash flows 
653 |a n/a 
856 4 0 |a www.oapen.org  |u https://mdpi.com/books/pdfview/book/7715  |7 0  |z DOAB: download the publication 
856 4 0 |a www.oapen.org  |u https://directory.doabooks.org/handle/20.500.12854/113874  |7 0  |z DOAB: description of the publication