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

----- 精算师和风险管理者用偿付能力手册：理论和实践

ISBN: 9781439821305 出版年：2016 页码：1,084 Sandstrom, Arne CRC Press

Solvency Introduction Solvency A Historical Review Managing Risks and the Enterprise A Summary of the Development of Enterprise Risk Management and Solvency Elements of Solvency Assessment Systems Valuation, Investments, and Capital Total Balance Sheet Approach Asset Valuation Liability Valuation Other Valuation Issues Investments and Own Funds Accounting Valuation Modeling and Measuring Developing a Model Dependence Risk Measures Capital Requirement: Modeling and Measuring Risks and Subrisks Market Risk Credit Risk Operational Risk Liquidity Risk Underwriting/Insurance Risk The European Solvency II General Ideas, Valuation, and Investment: Final Advice European Solvency II: General Ideas European Solvency II: Asset Valuation European Solvency II Project: Liability Valuation European Solvency II Project: Eligible Own Funds and Investments The European Solvency II Standard Formula: Final Advice Solvency II: The Standard Formula Framework Solvency II Standard Formula: Market Risk Solvency II Standard Formula: Credit Risk Solvency II Standard Formula: Operational Risk Solvency II Standard Formula: Liquidity Risk Solvency II Standard Formula: Nonlife Underwriting Risk Solvency II Standard Formula: Life Underwriting Risk Solvency II Standard Formula: Health Underwriting Risk Solvency II Standard Formula: Minimum Capital Requirement Backgrounds and Calibrations Some Statistical Clarifications Approximations for Skewness List of Different Papers That Has Been Published by CEIOPS European Solvency II Project European Solvency II: General Ideas European Solvency II: Asset Valuation European Solvency II: Liability Valuation European Solvency II: The Standard Formula Framework European Solvency II Standard Formula: Market Risk European Solvency II Standard Formula: Credit Risk European Solvency II Standard Formula: Operational Risk European Solvency II Standard Formula: Liquidity Risk European Solvency II Standard Formula: Nonlife Underwriting Risk European Solvency II Standard Formula: Life Underwriting Risk European Solvency II Standard Formula: Health Underwriting Risk European Solvency II Standard Formula: Minimum Capital Requirement References Index