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Insurance: From Underwriting to Derivatives: Asset Liability Management in Insurance Companies

ISBN: 978-0-471-49227-6
Hardcover
176 pages
June 2001
List Price: US $190.00
Government Price: US $121.60
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Preface.

The Basics of Property-Casualty Insurance.

Securitizing Insurance Risks.

Life Insurance in the United States: History of a Crisis.

ALM in Insurance: An Empirical Wander Around Europe.

Life Insurance Pricing and the Measurement of the Duration of Liabilities.

A Functional Approach to the Insurance Industry.

Conclusion and Future Challenges.

Appendix: The ALM Survival Toolkit.

Index.

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