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Handbook of Solvency for Actuaries and Risk Managers: Theory and Practice

Handbook of Solvency for Actuaries and Risk Managers: Theory and Practice

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About this ebook

A one-stop shop for actuaries and risk managers, this handbook covers general solvency and risk management topics as well issues pertaining to the European Solvency II project. It focuses on the valuation of assets and liabilities, the calculation of capital requirement, and the calculation of the standard formula for the Solvency II project. The author describes valuation and investment approaches, explains how to develop models and measure various risks, and presents approaches for calculating minimum capital requirements based on CEIOPS final advice. Updates on solvency projects and issues are available at www.SolvencyII.nu

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.

Author Arne Sandström
ISBN-13 9781040053256
Publisher CRC Press
Publication Date 04/19/2016
Series Chapman & Hall/CRC Finance Series
Page Count 1113 pages
Ebook details
Format
PDF
Language
English
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