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- catalog abstract ""This book offers an in-depth look at the increasingly significant convergence between the insurance industry and the capital markets which has resulted in insurance being seen as an up and coming asset class. Demonstrating how the industry can learn from past mistakes, the authors examine the implications of the intertwining of finance and insurance, both for investment banks and brokerage firms as well as the insurance sector itself."--BOOK JACKET.".
- catalog contributor b12184912.
- catalog contributor b12184913.
- catalog created "c2001.".
- catalog date "2001".
- catalog date "c2001.".
- catalog dateCopyrighted "c2001.".
- catalog description ""This book offers an in-depth look at the increasingly significant convergence between the insurance industry and the capital markets which has resulted in insurance being seen as an up and coming asset class. Demonstrating how the industry can learn from past mistakes, the authors examine the implications of the intertwining of finance and insurance, both for investment banks and brokerage firms as well as the insurance sector itself."--BOOK JACKET.".
- catalog description "Includes bibliographical references and index.".
- catalog description "Should insurance companies be afraid of the big bad wolf? -- Conclusion and future challenges.".
- catalog description "The Basics of Property-Casualty Insurance -- How the premium has traditionally been envisioned -- How price-setting recommendations have evolved in the United States -- The pricing model of the State of Massachusetts -- Difficulties in implementing Fairley's model -- First implications -- Option-based insurance pricing models -- New directions -- Securitizing Insurance Risks -- The origin and structure of nature-linked bonds -- Some caveats on insurance-linked bonds -- Life insurance in the United States: History of a Crisis -- The source of the problem -- The financial upheaval from 1979 to 1981 -- A new generation of life insurance products -- A riskier investment strategy -- A typical example: Executive Life -- An extraordinary rise: 1974 to 1989 -- The dizzying fall from 1990 to April 1991 -- ALM in Insurance: An Empirical Wander Around Europe -- The perception of capital markets -- The French case -- The German case --".
- catalog description "The Italian case -- What can be learned? -- Should equity be covered? -- Factoring details into the insurance equation -- Life Insurance Pricing and the Measurement of the Duration of Liabilities -- The model and its assumptions -- Equity and liabilities valuation -- The required guaranteed interest rate and participation level -- The effect of total volatility on the level of the guaranteed interest rate -- The effect of total volatility on the level of the participation coefficient -- The impact of the leverage on the guaranteed rate -- Regulatory implications -- The interest-rate elasticity of life insurance liabilities -- The duration of life insurance liabilities -- Why does equity behave like a short straddle? -- A functional approach to the insurance industry -- The Genoa merchant -- Banking and insurance : the traditional approach -- The virtual economy and the need for functional analysis --".
- catalog extent "ix, 165 p. :".
- catalog hasFormat "Insurance.".
- catalog identifier "0471492272".
- catalog isFormatOf "Insurance.".
- catalog issued "2001".
- catalog issued "c2001.".
- catalog language "eng".
- catalog publisher "Chichester ; New York : John Wiley & Sons,".
- catalog relation "Insurance.".
- catalog subject "368/.01 21".
- catalog subject "Asset-liability management.".
- catalog subject "Casualty insurance.".
- catalog subject "HG8844 .B855 2001".
- catalog subject "Life insurance.".
- catalog subject "Property insurance.".
- catalog tableOfContents "Should insurance companies be afraid of the big bad wolf? -- Conclusion and future challenges.".
- catalog tableOfContents "The Basics of Property-Casualty Insurance -- How the premium has traditionally been envisioned -- How price-setting recommendations have evolved in the United States -- The pricing model of the State of Massachusetts -- Difficulties in implementing Fairley's model -- First implications -- Option-based insurance pricing models -- New directions -- Securitizing Insurance Risks -- The origin and structure of nature-linked bonds -- Some caveats on insurance-linked bonds -- Life insurance in the United States: History of a Crisis -- The source of the problem -- The financial upheaval from 1979 to 1981 -- A new generation of life insurance products -- A riskier investment strategy -- A typical example: Executive Life -- An extraordinary rise: 1974 to 1989 -- The dizzying fall from 1990 to April 1991 -- ALM in Insurance: An Empirical Wander Around Europe -- The perception of capital markets -- The French case -- The German case --".
- catalog tableOfContents "The Italian case -- What can be learned? -- Should equity be covered? -- Factoring details into the insurance equation -- Life Insurance Pricing and the Measurement of the Duration of Liabilities -- The model and its assumptions -- Equity and liabilities valuation -- The required guaranteed interest rate and participation level -- The effect of total volatility on the level of the guaranteed interest rate -- The effect of total volatility on the level of the participation coefficient -- The impact of the leverage on the guaranteed rate -- Regulatory implications -- The interest-rate elasticity of life insurance liabilities -- The duration of life insurance liabilities -- Why does equity behave like a short straddle? -- A functional approach to the insurance industry -- The Genoa merchant -- Banking and insurance : the traditional approach -- The virtual economy and the need for functional analysis --".
- catalog title "Insurance : from underwriting to derivatives : asset liability management in insurance companies / Eric Briys and François de Varenne.".
- catalog type "text".