Introduction to enterprise risk management -- Risk taxonomy -- Risk measures -- Frequency-severity analysis -- Extreme value theory -- Copulas -- Stress testing -- Market risk models -- Short-term portfolio risk -- Economic scenario generators -- Interest rate risk -- Credit risk -- Liquidity...

"The substantially updated third edition of the popular Actuarial Mathematics for Life Contingent Risks is suitable for advanced undergraduate and graduate students of actuarial science, for trainee actuaries preparing for professional actuarial examinations, and for life insurance practitioners...

Actuaries have access to a wealth of individual data in pension and insurance portfolios, but rarely use its full potential. This book will pave the way, from methods using aggregate counts to modern developments in survival analysis. Based on the fundamental concept of the hazard rate, Part I...