Handbook of Solvency for Actuaries and Risk Managers: Theory and Practice, 1st Edition (e-Book) book cover

Handbook of Solvency for Actuaries and Risk Managers

Theory and Practice, 1st Edition

By Arne Sandström

Chapman and Hall/CRC

1,113 pages

Purchasing Options:$ = USD
Hardback: 9781439821305
pub: 2010-11-08
$220.00
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eBook (VitalSource) : 9780429062704
pub: 2016-04-19
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Description

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

Table of Contents

Solvency Introduction. Valuation, Investments, and Capital. Modeling and Measuring. The European Solvency II General Ideas, Valuation, and Investment: Final Advice. The European Solvency II Standard Formula: Final Advice. Backgrounds and Calibrations. References. Index.

About the Author

Arne Sandstrom is the chief actuary of the Swedish Insurance Federation, where he has worked since 1985. Dr. Sandstrom is a member of IAA's Solvency Subcommittee, CEA's Solvency II Steering Group, and the Groupe Consultatif Pillar I Non-Life Working Group.

Subject Categories

BISAC Subject Codes/Headings:
BUS027000
BUSINESS & ECONOMICS / Finance
MAT000000
MATHEMATICS / General
MAT029000
MATHEMATICS / Probability & Statistics / General