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Quantitative Enterprise Risk Management (International Series on Actuarial Science) - Tapa dura

Libro 15 de 16: International Series on Actuarial Science

Saunders, David; Hardy, Mary R.

 
9781009098465: Quantitative Enterprise Risk Management (International Series on Actuarial Science)
Tapa dura
ISBN 10: 1009098462 ISBN 13: 9781009098465
Editorial: Cambridge University Press, 2022

Sinopsis

This well-balanced introduction to enterprise risk management integrates quantitative and qualitative approaches and motivates key mathematical and statistical methods with abundant real-world cases - both successes and failures. Worked examples and end-of-chapter exercises support readers in consolidating what they learn. The mathematical level, which is suitable for graduate and senior undergraduate students in quantitative programs, is pitched to give readers a solid understanding of the concepts and principles involved, without diving too deeply into more complex theory. To reveal the connections between different topics, and their relevance to the real world, the presentation has a coherent narrative flow, from risk governance, through risk identification, risk modelling, and risk mitigation, capped off with holistic topics - regulation, behavioural biases, and crisis management - that influence the whole structure of ERM. The result is a text and reference that is ideal for graduate and senior undergraduate students, risk managers in industry, and anyone preparing for ERM actuarial exams.

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Acerca de los autores

Mary R. Hardy is Professor in the Department of Statistics and Actuarial Science at the University of Waterloo. She is a past Vice President of the Society of Actuaries, and was initiated as a Chartered Enterprise Risk Analyst through the Thought Leadership program. She has a PhD in Actuarial Science from Heriot-Watt University, and is a Fellow of the Society of Actuaries, and of the Institute and Faculty of Actuaries, which awarded her the prestigious Finlaison Medal for service to the profession in 2012. Her past books include Actuarial Mathematics for Life Contingent Risks and Investment Guarantees: Modelling and Risk Management.

David Saunders is Associate Professor in the Department of Statistics and Actuarial Science at the University of Waterloo. He is a financial mathematician, whose research focusses on the application of stochastic optimization and probability to problems in finance and insurance. Professor Saunders has served as a risk management consultant for over two decades, having worked for several firms in the banking and financial software industries. He has a PhD in Mathematics from the University of Toronto.

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Editorial
Cambridge University Press
Año de publicación
2022
Idioma
Inglés
ISBN 10 
1009098462
ISBN 13 
9781009098465
Encuadernación
Tapa dura
Número de páginas
688
Contacto del fabricante
no disponible
Persona responsable
gpsr@libri.de
gpsr@libri.de

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