A Starting Book on Life Insurer Asset Liability Management

Summary

The document asks for introductory resources on asset liability management (ALM) at life insurance companies. The questioner has economics, finance, and mathematical finance experience but is new to the insurance ALM field. The sole recommendation is a book by Eric Briys and François de Varenne that covers insurance company asset liability management, from underwriting through derivatives.

This is a pointer to a possible starting resource, not a summary of ALM methods. It gives no details about the book’s approach, examples, evidence, or how it compares with other references. Readers should treat the recommendation as an initial lead and assess whether the book fits their role and level of insurance knowledge.

Key ideas

• The document recommends a book on asset liability management in insurance companies.
• The suggested resource connects insurance topics from underwriting to derivatives.
• The recommendation is offered as a possible starting point for someone new to life insurer ALM.
• The document provides no comparison with other books or evaluation of the recommendation.

Tags

# Any good books for Asset Liability Management of life insurers?


# Any good books for Asset Liability Management of life insurers?












I recently started to work in ALM (Asset Liability Management) at a lifer. But my background is just economics, finance, and mathematical finance but not familiar with ALM.

Can anyone recommend good books about ALM in lifers?

## Answer by Dimitri Vulis (score 3)

https://quant.stackexchange.com/a/81863

Eric Briys, François de Varenne. Insurance: From Underwriting to Derivatives: Asset Liability Management in Insurance Companies (2001) may be a good start.

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.