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...
Saved in:
Other Authors: | |
---|---|
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 |