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Actuarial Mathematics and Risk Management
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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.
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Keywords
- Archimedean generator
- Cash flow
- Copula
- counting distributions
- coupled lives
- critical health insurance
- dependence
- distortion risk measures
- enhanced annuities
- equalization reserves
- equity release
- expected utility
- extended TCE
- financial protection of elderly
- GAM
- GLM
- Human capital
- impaired annuities
- Insurance regulation
- Lee–Carter
- life annuities
- life insurance
- Macaulay convexity
- Macaulay duration
- Mathematics
- Mathematics & science
- model uncertainty
- mortality projections
- n/a
- natural exponential family
- net present value of cash flows
- non-life
- Personal Finance
- preferred risks
- Probability & statistics
- Product design
- Reference, information & interdisciplinary subjects
- Reinsurance
- Research & information: general
- reverse annuity contract
- risk measurement
- risk neutral pricing
- robustness and sensitivity analysis
- standard annuities
- substandard lives
- Switzerland
- tax
- TCE
- underwritten annuities
- unit-linked tontine
- utility optimization
- utility performance
- Var
- Wasserstein distance
Links
DOI: 10.3390/books978-3-0365-8390-7Editions