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This book is a collection of feature articles published in Risks in 2020. They were all written by experts in their respective fields. In these articles, they all develop and present new aspects and insights that can help us to understand and cope with the different and ever-changing aspects of risks. In some of the feature articles the probabilistic risk modeling is the central focus, whereas impact and innovation, in the context of financial economics and actuarial science, is somewhat retained and left for future research. In other articles it is the other way around. Ideas and perceptions in financial markets are the driving force of the research but they do not necessarily rely on innovation in the underlying risk models. Together, they are state-of-the-art, expert-led, up-to-date contributions, demonstrating what Risks is and what Risks has to offer: articles that focus on the central aspects of insurance and financial risk management, that detail progress and paths of further development in understanding and dealing with...risks. Asking the same type of questions (which risk allocation and mitigation should be provided, and why?) creates value from three different perspectives: the normative perspective of market regulator; the existential perspective of the financial institution; the phenomenological perspective of the individual consumer or policy holder.
Medicine --- medical services’ consumption --- lifestyle factors --- insurance plan --- structural equation model --- stock–bond correlation --- VIX --- economic policy uncertainty --- monetary policy uncertainty --- fiscal policy uncertainty --- agricultural commodity futures --- price discovery --- market reflexivity --- Hawkes process --- poisson autoregressive models --- contagion --- predictive monitoring --- information-based asset pricing --- Lévy processes --- gamma processes --- variance gamma processes --- Brownian bridges --- gamma bridges --- nonlinear filtering --- house price prediction --- real estate --- machine learning --- random forest --- Lévy process --- subordination --- option pricing --- risk sensitivity --- stochastic volatility --- Greeks --- time-change --- time series --- volatility --- probability-integral transform --- ARMA model --- copula
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This book is a collection of feature articles published in Risks in 2020. They were all written by experts in their respective fields. In these articles, they all develop and present new aspects and insights that can help us to understand and cope with the different and ever-changing aspects of risks. In some of the feature articles the probabilistic risk modeling is the central focus, whereas impact and innovation, in the context of financial economics and actuarial science, is somewhat retained and left for future research. In other articles it is the other way around. Ideas and perceptions in financial markets are the driving force of the research but they do not necessarily rely on innovation in the underlying risk models. Together, they are state-of-the-art, expert-led, up-to-date contributions, demonstrating what Risks is and what Risks has to offer: articles that focus on the central aspects of insurance and financial risk management, that detail progress and paths of further development in understanding and dealing with...risks. Asking the same type of questions (which risk allocation and mitigation should be provided, and why?) creates value from three different perspectives: the normative perspective of market regulator; the existential perspective of the financial institution; the phenomenological perspective of the individual consumer or policy holder.
medical services’ consumption --- lifestyle factors --- insurance plan --- structural equation model --- stock–bond correlation --- VIX --- economic policy uncertainty --- monetary policy uncertainty --- fiscal policy uncertainty --- agricultural commodity futures --- price discovery --- market reflexivity --- Hawkes process --- poisson autoregressive models --- contagion --- predictive monitoring --- information-based asset pricing --- Lévy processes --- gamma processes --- variance gamma processes --- Brownian bridges --- gamma bridges --- nonlinear filtering --- house price prediction --- real estate --- machine learning --- random forest --- Lévy process --- subordination --- option pricing --- risk sensitivity --- stochastic volatility --- Greeks --- time-change --- time series --- volatility --- probability-integral transform --- ARMA model --- copula
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This book is a collection of feature articles published in Risks in 2020. They were all written by experts in their respective fields. In these articles, they all develop and present new aspects and insights that can help us to understand and cope with the different and ever-changing aspects of risks. In some of the feature articles the probabilistic risk modeling is the central focus, whereas impact and innovation, in the context of financial economics and actuarial science, is somewhat retained and left for future research. In other articles it is the other way around. Ideas and perceptions in financial markets are the driving force of the research but they do not necessarily rely on innovation in the underlying risk models. Together, they are state-of-the-art, expert-led, up-to-date contributions, demonstrating what Risks is and what Risks has to offer: articles that focus on the central aspects of insurance and financial risk management, that detail progress and paths of further development in understanding and dealing with...risks. Asking the same type of questions (which risk allocation and mitigation should be provided, and why?) creates value from three different perspectives: the normative perspective of market regulator; the existential perspective of the financial institution; the phenomenological perspective of the individual consumer or policy holder.
Medicine --- medical services’ consumption --- lifestyle factors --- insurance plan --- structural equation model --- stock–bond correlation --- VIX --- economic policy uncertainty --- monetary policy uncertainty --- fiscal policy uncertainty --- agricultural commodity futures --- price discovery --- market reflexivity --- Hawkes process --- poisson autoregressive models --- contagion --- predictive monitoring --- information-based asset pricing --- Lévy processes --- gamma processes --- variance gamma processes --- Brownian bridges --- gamma bridges --- nonlinear filtering --- house price prediction --- real estate --- machine learning --- random forest --- Lévy process --- subordination --- option pricing --- risk sensitivity --- stochastic volatility --- Greeks --- time-change --- time series --- volatility --- probability-integral transform --- ARMA model --- copula --- medical services’ consumption --- lifestyle factors --- insurance plan --- structural equation model --- stock–bond correlation --- VIX --- economic policy uncertainty --- monetary policy uncertainty --- fiscal policy uncertainty --- agricultural commodity futures --- price discovery --- market reflexivity --- Hawkes process --- poisson autoregressive models --- contagion --- predictive monitoring --- information-based asset pricing --- Lévy processes --- gamma processes --- variance gamma processes --- Brownian bridges --- gamma bridges --- nonlinear filtering --- house price prediction --- real estate --- machine learning --- random forest --- Lévy process --- subordination --- option pricing --- risk sensitivity --- stochastic volatility --- Greeks --- time-change --- time series --- volatility --- probability-integral transform --- ARMA model --- copula
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In classical life insurance mathematics the obligations of the insurance company towards the policy holders were calculated on artificial conservative assumptions on mortality and interest rates. However, this approach is being superseded by developments in international accounting and solvency standards coupled with other advances enabling a market-based valuation of risk, i.e., its price if traded in a free market. The book describes these approaches, and is the first to explain them in conjunction with more traditional methods. The various chapters address specific aspects of market-based valuation. The exposition integrates methods and results from financial and insurance mathematics, and is based on the entries in a life insurance company's market accounting scheme. The book will be of great interest and use to students and practitioners who need an introduction to this area, and who seek a practical yet sound guide to life insurance accounting and product development.
Insurance, Life --- Pension trusts --- Insurance, Pension trust guaranty --- Insurance --- Policies --- Mathematics --- 368 --- Verzekeringswezen --- Life insurance policies --- Pension trust guaranty insurance --- Mathematics. --- 368 Verzekeringswezen --- Employee pension trusts --- Pension funds --- Pension plans --- Trusts and trustees --- Insurance policies --- Double indemnity --- Life insurance --- Living benefits --- Business mathematics --- Actuarial science --- Disability benefits --- Viatical settlements --- Insurance, Life - Policies - Mathematics --- Pension trusts - Mathematics --- Insurance, Pension trust guaranty - Mathematics --- Insurance - Mathematics --- Mathematical Sciences --- Probability
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This textbook provides a broad overview of the present state of insurance mathematics and some related topics in risk management, financial mathematics and probability. Both non-life and life aspects are covered. The emphasis is on probability and modeling rather than statistics and practical implementation. Aimed at the graduate level, pointing in part to current research topics, it can potentially replace other textbooks on basic non-life insurance mathematics and advanced risk management methods in non-life insurance. Based on chapters selected according to the particular topics in mind, the book may serve as a source for introductory courses to insurance mathematics for non-specialists, advanced courses for actuarial students, or courses on probabilistic aspects of risk. It will also be useful for practitioners and students/researchers in related areas such as finance and statistics who wish to get an overview of the general area of mathematical modeling and analysis in insurance.
Probabilities. --- Economics, Mathematical . --- Risk management. --- Actuarial science. --- Probability Theory and Stochastic Processes. --- Quantitative Finance. --- Risk Management. --- Actuarial Sciences. --- Statistics --- Insurance --- Management --- Economics --- Mathematical economics --- Econometrics --- Mathematics --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Methodology --- Finance --- Risk management --- Mathematics. --- Mathematical models. --- Business mathematics --- Actuarial science --- Social sciences --- Financial risk management. --- Probability Theory. --- Mathematics in Business, Economics and Finance. --- Actuarial Mathematics.
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This textbook provides a broad overview of the present state of insurance mathematics and some related topics in risk management, financial mathematics and probability. Both non-life and life aspects are covered. The emphasis is on probability and modeling rather than statistics and practical implementation. Aimed at the graduate level, pointing in part to current research topics, it can potentially replace other textbooks on basic non-life insurance mathematics and advanced risk management methods in non-life insurance. Based on chapters selected according to the particular topics in mind, the book may serve as a source for introductory courses to insurance mathematics for non-specialists, advanced courses for actuarial students, or courses on probabilistic aspects of risk. It will also be useful for practitioners and students/researchers in related areas such as finance and statistics who wish to get an overview of the general area of mathematical modeling and analysis in insurance.
Economics --- Actuarial mathematics --- Probability theory --- Mathematics --- Production management --- kennis --- waarschijnlijkheidstheorie --- risk management --- wiskunde --- actuariaat
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This textbook provides a broad overview of the present state of insurance mathematics and some related topics in risk management, financial mathematics and probability. Both non-life and life aspects are covered. The emphasis is on probability and modeling rather than statistics and practical implementation. Aimed at the graduate level, pointing in part to current research topics, it can potentially replace other textbooks on basic non-life insurance mathematics and advanced risk management methods in non-life insurance. Based on chapters selected according to the particular topics in mind, the book may serve as a source for introductory courses to insurance mathematics for non-specialists, advanced courses for actuarial students, or courses on probabilistic aspects of risk. It will also be useful for practitioners and students/researchers in related areas such as finance and statistics who wish to get an overview of the general area of mathematical modeling and analysis in insurance.
Probabilities. --- Economics, Mathematical. --- Risk management. --- Actuarial science.
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Economics --- Actuarial mathematics --- Probability theory --- Mathematics --- Production management --- kennis --- waarschijnlijkheidstheorie --- risk management --- wiskunde --- actuariaat
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