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Handbook of Solvency for Actuaries and Risk Managers: Theory and Practice
by CRC Press
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What's inside
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 |
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