International Series on Actuarial Science #: Quantitative Enterprise Risk Management

International Series on Actuarial Science #: Quantitative Enterprise Risk Management
Mary R Hardy, David Saunders
RRP:
NZ$ 118.95
Our Price:
NZ$ 107.05
Hardback
Not defined - 695pg
5 May 2022 UK
International import eta 7-19 days
9781009098465
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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.

Actuarial Mathematics for Life Contingent Risks
Insurance Risk and Ruin
Quantitative Enterprise Risk Management
Solutions Manual for Actuarial Mathematics for Life Contingent Risks

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.
Status: Active
ISBN-13: 9781009098465
Published: 5 May 2022
Published In: United Kingdom
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Format: Hardback
Pages: 695

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