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Insurance: From Underwriting to Derivatives: Asset Liability Management in Insurance Companies (Wiley Finance)
by Eric Briys, François de Varenne
from Wiley
Customer Reviews:
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Avg. Customer Rating: 4.0 / 5.0 
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Insightful!
In Insurance from Underwriting to Derivaties, Eric Briys and Francois de Varenne, both Deutsche Bank insurance experts, have written a highly technical, albeit readable, book for their professional peers. They discuss property-casualty insurance, risk, securitizing, pricing and liabilities duration in the United States and Europe. However, it will dawn on the casual reader fairly early that there should be an "experts only" label on the book jacket. Even the basic introduction to property-casualty insurance... more info
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Good intro on insurance ALM
This is probably the best book on insurance for explaining the poor state of some ALM techniques used in insurance today and why. The authors correctly identify many falacies that actuaries have relied on and how they differ from the more advanced finance that has developed in banking ALM and the capital markets generally.They do, however, get a bit distracted on a couple of topics, and bogged down in some formulas that I didn't think added much to the disccusion. In those moments, you know you're... more info
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Highly Recommended! 
In Insurance from Underwriting to Derivaties, Eric Briys and Francois de Varenne, both Deutsche Bank insurance experts, have written a highly technical, albeit readable, book for their professional peers. They discuss property-casualty insurance, risk, securitizing, pricing and liabilities duration in the United States and Europe. However, it will dawn on the casual reader fairly early that there should be an "experts only" label on the book jacket. Even the basic introduction to property-casualty insurance... more info
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Insurance ALM and Derivatives
As a non insurance specialist, I was curious what the authors have to write about the convergence between the insurance industry and the capital markets. In particular the aspect of derivatives, since I'm in Equity Derivatives. The authors cover nicely the rapid change the insurance industry has faced the last couple of years. Show risk, opportunity, and support many arguments with mathematical models. Even though the authors have an outstanding academic record, the book is aktually fun reading (no boring... more info
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