An Introduction to Computational Risk Management of Equity-Linked Insurance (Chapman and Hall/Crc Financial Mathematics) - Hardcover

Buch 39 von 71: Chapman and Hall/CRC Financial Mathematics

Feng, Runhuan

 
9781498742160: An Introduction to Computational Risk Management of Equity-Linked Insurance (Chapman and Hall/Crc Financial Mathematics)
Hardcover
ISBN 10: 1498742165 ISBN 13: 9781498742160
Verlag: CRC Press, 2018

Inhaltsangabe

The book will be devoted to quantitative models and computational techniques for risk management of equity-linked insurance. Although there have been research papers on the valuation of a great variety of investment guarantee products, they were primarily based on financial option pricing theory from the policyholders' perspective. This book is aimed at addressing the risk management issues from the insurer and regulator's viewpoints.

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Über die Autorin bzw. den Autor

Runhuan Feng is an Associate Professor of Mathematics and the Director of Actuarial Science at the University of Illinois at Urbana-Champaign. He is a Fellow of the Society of Actuaries and a Chartered Enterprise Risk Analyst. He is a Helen Corley Petit Professorial Scholar and the State Farm Companies Foundation Scholar in Actuarial Science. Runhuan received a Ph.D. degree in Actuarial Science from the University of Waterloo, Canada. Prior to joining Illinois, he held a tenure-track position at the University of Wisconsin-Milwaukee, where he was named a Research Fellow.

Runhuan received numerous grants and research contracts from the Actuarial Foundation and the Society of Actuaries in the past. He has published a series of papers on top-tier actuarial and applied probability journals on stochastic analytic approaches in risk theory and quantitative risk management of equity-linked insurance. Over the recent years, he has dedicated his efforts to developing computational methods for managing market innovations in areas of investment combined insurance and retirement planning.

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Verlag
CRC Press
Erscheinungsdatum
2018
Sprache
Englisch
ISBN 10 
1498742165
ISBN 13 
9781498742160
Einband
Gebundene Ausgabe
Anzahl der Seiten
402
Kontakt zum Hersteller
preigu GmbH & Co. KG
mail@preigu.de

Lengericher Landstr. 19
Osnabrück
Niedersachsen
49078
Deutschland

Weitere beliebte Ausgaben desselben Titels

9780367734312: An Introduction to Computational Risk Management of Equity-Linked Insurance (Chapman and Hall/CRC Financial Mathematics)

Vorgestellte Ausgabe

ISBN 10:  0367734311 ISBN 13:  9780367734312
Verlag: CRC Press, 2020
Softcover