Asset and Liability Management for Banks and Insurance Companies - Hardcover

Corlosquet-Habart, Marine; Gehin, William; Janssen, Jacques; Manca, Raimondo

Hardcover

ISBN 10: 1848218834 ISBN 13: 9781848218833

Publisher: Wiley-Iste, 2015

Synopsis

This book introduces ALM in the context of banks and insurance companies. Although this strategy has a core of fundamental frameworks, models may vary between banks and insurance companies because of the different risks and goals involved. The authors compare and contrast these methodologies to draw parallels between the commonalities and divergences of these two services and thereby provide a deeper understanding of ALM in general.

About this title

About the Author:

Marine Corlosquet-Habart is a certified actuary and co-director of EURIA (Euro-Institut d’Actuariat, University of West Brittany, Brest, France). She teaches at EURIA, Telecom Bretagne and Ecole Centrale Paris (France). Her main research interests are pandemics, Solvency II internal models and ALM issues for insurance companies.

William Gehin is a graduate engineer and actuary with risk management experience in both banking (Rothschild, HSBC) and insurance (BNP Paribas Cardif). His actuary dissertation concerned the management of extreme financial risks and received two international prizes (FFSA and AFGAP-PRMIA prize).

Jacques Janssen is Honorary Professor at the Solvay Business School (ULB) in Brussels, Belgium, having previously taught at EURIA (Euro-Institut d’Actuariat, University of West Brittany, Brest, France) and Telecom Bretagne (Brest, France) as well as being a director of Jacan Insurance and Finance Services, a consultancy and training company.

Raimondo Manca is Professor of mathematical methods applied to economics, finance and actuarial science at the University of Rome in Italy. His main research interests are multidimensional linear algebra, computational probability, the application of stochastic processes to economics, finance and insurance and simulation models.

About this edition

• Publisher: Wiley-Iste
• Publication date: 2015
• ISBN 10: 1848218834
• ISBN 13: 9781848218833
• Binding: Hardcover
• Edition number: 1
• Number of pages: 152