Handbook of Solvency for Actuaries and Risk Managers
eBook - PDF

Handbook of Solvency for Actuaries and Risk Managers

Theory and Practice

  1. 1,113 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Handbook of Solvency for Actuaries and Risk Managers

Theory and Practice

About this book

Reflecting the author's wealth of experience in this field, Handbook of Solvency for Actuaries and Risk Managers: Theory and Practice focuses on the valuation of assets and liabilities, the calculation of capital requirement, and the calculation of the standard formula for the European Solvency II project.The first three sections of the book examin

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Yes, you can access Handbook of Solvency for Actuaries and Risk Managers by Arne Sandström in PDF and/or ePUB format, as well as other popular books in Business & Finance. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Chapman and Hall/CRC
Year
2016
eBook ISBN
9781439821329
Edition
1
Topic
Business
Subtopic
Finance
Index
Business

Table of contents

  1. Front cover
  2. Contents
  3. Preface
  4. Reader’s Guide
  5. Web Site Information
  6. Future Information
  7. Abbreviations
  8. PART A. Solvency Introduction
  9. Chapter 1. Solvency
  10. Chapter 2. A Historical Review
  11. Chapter 3. Managing Risks and the Enterprise
  12. Chapter 4. Summary of the Development of ERM and Solvency
  13. Chapter 5. Elements of Solvency Assessment Systems
  14. PART B. Valuation, Investments, and Capital
  15. Chapter 6. Total Balance Sheet Approach
  16. Chapter 7. Asset Valuation
  17. Chapter 8. Liability Valuation
  18. Chapter 9. Other Valuation Issues
  19. Chapter 10. Investments and Own Funds
  20. Chapter 11. Accounting Valuation
  21. PART C. Modeling and Measuring
  22. Chapter 12. Developing a Model
  23. Chapter 13. Dependence
  24. Chapter 14. Risk Measures
  25. Chapter 15. Capital Requirement
  26. Chapter 16. Risks and Subrisks
  27. Chapter 17. Market Risk
  28. Chapter 18. Credit Risk
  29. Chapter 19. Operational Risk
  30. Chapter 20. Liquidity Risk
  31. Chapter 21. Underwriting/Insurance Risk
  32. PART D. European Solvency II General Ideas, Valuation and Investment: Final Advice
  33. Chapter 22. European Solvency II: General Ideas
  34. Chapter 23. European Solvency II: Asset Valuation
  35. Chapter 24. European Solvency II Project: Liability Valuation
  36. Chapter 25. European Solvency II Project: Eligible Own Funds and Investments
  37. CHapter 26. Solvency II: Standard Formula Framework
  38. Chapter 27. Solvency II Standard Formula: Market Risk
  39. Chapter 28. Solvency II Standard Formula: Credit Risk
  40. Chapter 29. Solvency II Standard Formula: Operational Risk
  41. Chapter 30. Solvency II Standard Formula: Liquidity Risk
  42. Chapter 31. Solvency II Standard Formula: Nonlife Underwriting Risk
  43. Chapter 32. European Solvency II Standard Formula: Life Underwriting Risk
  44. Chapter 33. Solvency II Standard Formula: Health Underwriting Risk
  45. Chapter 34. Solvency II Standard Formula: Minimum Capital Requirement
  46. PART F. Backgrounds and Calibrations
  47. Appendix A. Some Statistical Clarifications
  48. Appendix B. Approximations for Skewness
  49. Appendix C. List of Different Papers Published by CEIOPS
  50. Appendix D. European Solvency II Project
  51. Appendix E. European Solvency II: General Ideas
  52. Appendix F. European Solvency II: Asset Valuation
  53. Appendix G. European Solvency II: Liability Valuation
  54. Appendix H. European Solvency II: Standard Formula Framework
  55. Appendix I. European Solvency II Standard Formula: Market Risk
  56. Appendix J. European Solvency II Standard Formula: Credit Risk
  57. Appendix K. European Solvency II Standard Formula: Operational Risk
  58. Appendix L. European Solvency II Standard Formula: Liquidity Risk
  59. Appendix M. European Solvency II Standard Formula: Nonlife Underwriting Risk
  60. Appendix N. European Solvency II Standard Formula: Life Underwriting Risk
  61. Appendix O. European Solvency II Standard Formula: Health Underwriting Risk
  62. Appendix P. European Solvency II Standard Formula: Minimum Capital Requirement
  63. References
  64. Back cover