Actuarial Mathematics and Risk Management

• Diğer Yazarlar: Olivieri, Annamaria (Editör)
• Materyal Türü: Elektronik Kitap Bölümü
• Dil: İngilizce
• Baskı/Yayın Bilgisi: MDPI - Multidisciplinary Digital Publishing Institute 2023
• Konular: Research & information: general; Mathematics & science; Probability & statistics; 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
• Online Erişim: DOAB: download the publication; DOAB: description of the publication

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...