2001•Unpublished venueRequires access

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

Éric Briys, François de Varenne

Abstract

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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Key concepts: Property insurance, Underwriting, Actuarial science, Life insurance, Casualty insurance, Liability insurance, Business, General insurance