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 Risk Management of Insurance Companies 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.
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"The book is devoted to describe the process of value-oriented management for insurance business. The work consists of eight chapters and five appendices. ... the presented interesting book is useful for actuaries and for risk managers as well as for students and for researchers studying financial or actuarial mathematics." (Jonas Siaulys, zbMATH, Vol. 1298, 2014)