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.
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.
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.
Inhaltsangabe
A comprehensive and self-contained introduction to quantitative risk management of equity-linked insurance A collection of mathematical formulations of risk management problems presenting opportunities and challenges to applied mathematicians A handbook summarizing state-of-art computational techniques for risk management professionals Bridges a gap between latest development in finance and actuarial literature and the practice of risk management for investment-combined life insurance A comprehensive review of both Monte Carlo simulation methods and non-simulation numerical methods
A comprehensive and self-contained introduction to quantitative risk management of equity-linked insurance A collection of mathematical formulations of risk management problems presenting opportunities and challenges to applied mathematicians A handbook summarizing state-of-art computational techniques for risk management professionals Bridges a gap between latest development in finance and actuarial literature and the practice of risk management for investment-combined life insurance A comprehensive review of both Monte Carlo simulation methods and non-simulation numerical methods
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