Investment Management for Insurers details all phases of the investment management process for insurers as well as fixed income instruments and derivatives and state-of-the-art analytical tools for valuing securities and measuring risk. Complete coverage includes: a general overview of issues, fixed income products, valuation, measuring and controlling interest rate risk, and equity portfolio management.
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Investment Management for Insurers details all phases of the investment management process for insurers as well as fixed income instruments and derivatives and state-of-the-art analytical tools for valuing securities and measuring risk. Complete coverage includes: a general overview of issues, fixed income products, valuation, measuring and controlling interest rate risk, and equity portfolio management.
About the Author
Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and Adjunct Professor of Finance at Yale University's School of Management.
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Most Helpful Customer Reviews
6 of 6 people found the following review helpful:
4.0 out of 5 stars
A Good Read!,
This review is from: Investment Management for Insurers (Frank J. Fabozzi Series) (Hardcover)
David F. Babbel, a professor of insurance and finance, and Frank. J. Fabozzi, a professor of finance, compiled Investment Management for Insurers, an extensive series of articles (including six they wrote) on managing investments. Various experts contributed the other two-dozen plus articles. The book, which is organized in sections based on major investment management topics, focuses first on general insurance issues, such as risk management and setting up a performance management system for insurers. Subsequent articles cover fixed income products, valuation, equity portfolio management and measuring and controlling interest rate risk. This highly technical book may not be sexy, but it is very sophisticated and fully accessorized with tables, charts, graphs, mathematical formulas and footnotes. Let's be clear: it's a book for pros, an in-depth compilation that we from getAbstract recommend to professional and academic specialists in insurance investment management.
4 of 4 people found the following review helpful:
2.0 out of 5 stars
Standard Fabozzi book,
By Gordon (Yukon, OK USA) - See all my reviews
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This review is from: Investment Management for Insurers (Frank J. Fabozzi Series) (Hardcover)
2 or 3 chapters specific to the subject (in this case insurance) and the rest is the same fixed income chapters from 20 other Fabozzi books.
2 of 2 people found the following review helpful:
2.0 out of 5 stars
Not good,
This review is from: Investment Management for Insurers (Frank J. Fabozzi Series) (Hardcover)
It doesn't worth more than any other book about fixed income and valuation. Just four chapters about insurance. Poor book.
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Inside This Book
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First Sentence:
The past decade has seen a dramatic rise in the number of insolvent insurers. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
net admitted assets, curve risk management, managing equity portfolios, spot rate models, total duration vector, binary credit option, characteristic yield curve movements, support bond classes, referenced asset, annualized yield volatility, yield curve drivers, minimum principal payment, disburse principal payments, net tangible value, protective put spread, nonagency securities, structure factor models, credit protection buyer, credit protection seller, surplus duration, referenced credit, nonagency security, yield curve management, engineered portfolios, periodic coupon interest Key Phrases - Capitalized Phrases (CAPs): (learn more)
Monte Carlo, New York, United States, Journal of Finance, Financial Analysts Journal, The Use of Derivatives, Journal of Portfolio Management, Journal of Fixed Income, Journal of Financial Economics, Merrill Lynch, Some Numerical Examples, Complex Equity Market, Fabozzi Associates, Investment Analysis, Managing Equity Portfolios Exhibit, New Hope, Problems Encountered, Prudential Securities, Valuing Path-Dependent Securities, Federal Reserve, Management Science, Miller Anderson, Freddie Mac, Shrikant Ramamurthy, Components of Insurance Firm Value New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
The past decade has seen a dramatic rise in the number of insolvent insurers. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
net admitted assets, curve risk management, managing equity portfolios, spot rate models, total duration vector, binary credit option, characteristic yield curve movements, support bond classes, referenced asset, annualized yield volatility, yield curve drivers, minimum principal payment, disburse principal payments, net tangible value, protective put spread, nonagency securities, structure factor models, credit protection buyer, credit protection seller, surplus duration, referenced credit, nonagency security, yield curve management, engineered portfolios, periodic coupon interest Key Phrases - Capitalized Phrases (CAPs): (learn more)
Monte Carlo, New York, United States, Journal of Finance, Financial Analysts Journal, The Use of Derivatives, Journal of Portfolio Management, Journal of Fixed Income, Journal of Financial Economics, Merrill Lynch, Some Numerical Examples, Complex Equity Market, Fabozzi Associates, Investment Analysis, Managing Equity Portfolios Exhibit, New Hope, Problems Encountered, Prudential Securities, Valuing Path-Dependent Securities, Federal Reserve, Management Science, Miller Anderson, Freddie Mac, Shrikant Ramamurthy, Components of Insurance Firm Value New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
Citations (learn more)
This book cites 42
books:
See all 42 books this book cites
3
books
cite this book:
- Asset-Backed Securities (Frank J. Fabozzi Series) by Anand K. Bhattacharya on page 119, page 130, and page 134
- Options, Futures and Other Derivatives (6th Edition) by John C. Hull on page 271, page 370, and page 539
- Investment Management (2nd Edition) by Frank J. Fabozzi in Front Matter (1), Front Matter (2), and page 453
- The Handbook of Fixed Income Securities by Frank J. Fabozzi on page 319, and page 422
- The Fair Value of Insurance Liabilities (The New York University Salomon Center Series on Financial Markets and Institutions) by Irwin T. Vanderhoof on page 46, and page 51
See all 42 books this book cites
- Handbook of Inflation Indexed Bonds (Frank J. Fabozzi Series) by John Brynjolfsson in Back Matter
- Insurance and Risk Management Strategies for Physicians and Advisors by David Marcinko on page 3
- Ergebnis- und Risikosteuerung im Versicherungskonzern: Lösungsansätze für eine wertorientierte Unternehmensführung (German Edition) by Harald Maser on page 34
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