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This book provides the required basic knowledge for this subject from an actuarial perspective. It enables the reader to implement in practice a risk management system that is based on quantitative methods. With this book, the reader will additionally be able to critically appraise the applicability and the limits of the methods used in modern risk management.
Value-oriented Management of Risk in Insurance focuses on risk capital, capital allocation, performance measurement and value-oriented management. It also makes a connection to regulatory developments (for example, Solvency II). The reader should have a basic knowledge of probability and familiarity with mathematical concepts. It is intended for working actuaries and quantitative risk managers as well as actuarial students.
This book provides the required basic knowledge for this subject from an actuarial perspective. It enables the reader to implement in practice a risk management system that is based on quantitative methods. With this book, the reader will additionally be able to critically appraise the applicability and the limits of the methods used in modern risk management.
Value-oriented Management of Risk in Insurance focuses on risk capital, capital allocation, performance measurement and value-oriented management. It also makes a connection to regulatory developments (for example, Solvency II). The reader should have a basic knowledge of probability and familiarity with mathematical concepts. It is intended for working actuaries and quantitative risk managers as well as actuarial students.
Marcus Kriele is experienced in enterprise risk management, economic capital, and modelling. He has worked as an actuary in life insurance, as a consultant, and as an insurance regulator (Switzerland). Prior to his career in insurance he spent more than a decade doing research in differential geometry and on spacetime singularities.
Jochen Wolf is Professor for Mathematical Economics at the Hochschule Koblenz. Before that he worked for several years at the German financial supervisor BaFin where he was responsible for various aspects of insurance supervision. At BaFin he was also involved in the Solvency II project. Prior to joining BaFin, he held various research positions in stochastic analysis at Universität Jena and at the Université Paris-Nord. Jochen Wolf is actively involved in the actuarial education at the German actuarial association (DAV).
Combines practical methods for risk management with a precise presentation of the mathematical concepts on which these methods are based
Contains R-scripts which can be used as a starting point for an implementation of the methods presented
Prepares the reader for modern risk management in line with the international association of insurance supervisors and Solvency II
Includes supplementary material: [...]
Erscheinungsjahr: | 2014 |
---|---|
Fachbereich: | Allgemeines |
Genre: | Mathematik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Taschenbuch |
Reihe: | EAA Series |
Inhalt: |
xii
378 S. 48 s/w Illustr. 378 p. 48 illus. |
ISBN-13: | 9781447163046 |
ISBN-10: | 1447163044 |
Sprache: | Englisch |
Ausstattung / Beilage: | Paperback |
Einband: | Kartoniert / Broschiert |
Autor: |
Wolf, Jochen
Kriele, Marcus |
Hersteller: |
Springer London
Springer-Verlag London Ltd. EAA Series |
Maße: | 235 x 155 x 22 mm |
Von/Mit: | Jochen Wolf (u. a.) |
Erscheinungsdatum: | 27.01.2014 |
Gewicht: | 0,593 kg |
Marcus Kriele is experienced in enterprise risk management, economic capital, and modelling. He has worked as an actuary in life insurance, as a consultant, and as an insurance regulator (Switzerland). Prior to his career in insurance he spent more than a decade doing research in differential geometry and on spacetime singularities.
Jochen Wolf is Professor for Mathematical Economics at the Hochschule Koblenz. Before that he worked for several years at the German financial supervisor BaFin where he was responsible for various aspects of insurance supervision. At BaFin he was also involved in the Solvency II project. Prior to joining BaFin, he held various research positions in stochastic analysis at Universität Jena and at the Université Paris-Nord. Jochen Wolf is actively involved in the actuarial education at the German actuarial association (DAV).
Combines practical methods for risk management with a precise presentation of the mathematical concepts on which these methods are based
Contains R-scripts which can be used as a starting point for an implementation of the methods presented
Prepares the reader for modern risk management in line with the international association of insurance supervisors and Solvency II
Includes supplementary material: [...]
Erscheinungsjahr: | 2014 |
---|---|
Fachbereich: | Allgemeines |
Genre: | Mathematik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Taschenbuch |
Reihe: | EAA Series |
Inhalt: |
xii
378 S. 48 s/w Illustr. 378 p. 48 illus. |
ISBN-13: | 9781447163046 |
ISBN-10: | 1447163044 |
Sprache: | Englisch |
Ausstattung / Beilage: | Paperback |
Einband: | Kartoniert / Broschiert |
Autor: |
Wolf, Jochen
Kriele, Marcus |
Hersteller: |
Springer London
Springer-Verlag London Ltd. EAA Series |
Maße: | 235 x 155 x 22 mm |
Von/Mit: | Jochen Wolf (u. a.) |
Erscheinungsdatum: | 27.01.2014 |
Gewicht: | 0,593 kg |