Overview

Full Product Details

Author:   Michael Koller
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint:   Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Dimensions:   Width: 15.50cm , Height: 1.80cm , Length: 23.50cm
Weight:   0.607kg
ISBN:  

9783642207204

ISBN 10:   3642207200
Pages:   360
Publication Date:   08 May 2011
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand  
We will order this item for you from a manufactured on demand supplier.

Table of Contents

What is Risk Management.- The role of the Balance Sheets and of Capital.- Accounting Principles.- Risk Appetite and Tolerance.- Key Insurance Processes and their Risks.- Financial Risks and their Modelling.- Insurance Risks.- Operational Risks.- Capital Models and Integrated Risk Management.- Risk adjusted performance Metrics.- Risk Management in a Group and Intra-group Transactions.- Products and their Risks.- Emerging Risks.- Regulatory view on Risk Management: Solvency II.- Governance and Organisation.- A Stochastic Processes.- B Application of the Markov model to Life Insurance.- C Abstract Valuation.- D An Introduction to Arbitrage Free Pricing.- E An Introduction to Stochastic Integration.- F CERA Comparison.

Reviews

Author Information

Prof. Dr. Michael Koller, ETH Zürich, Switzerland

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions