An Introduction to Computational Risk Management of Equity-Linked Insurance

By Runhuan Feng · Taylor & Francis Group · 2018

Study guide: Exam ILA-101

A resource for students and entry-level professionals to understand the fundamentals of industrial modeling practice for equity-linked insurance, and to get a glimpse of software methodologies for modeling and computational efficiency. The publisher describes it as a comprehensive and self-contained introduction to quantitative risk management of equity-linked insurance, with exercises and programming samples, covering both Monte Carlo simulation methods and non-simulation numerical methods.

On the syllabus

• Exam ILA-101 — Outcomes 5c; Chapter 1: Modeling of Equity-linked Insurance and Chapter 4: Pricing and Valuation (excluding Section 4.7).

1 Modeling of Equity-linked Insurance

2 Elementary Stochastic Calculus

3 Monte Carlo Simulations of Investment Guarantees

4 Pricing and Valuation

5 Risk Management - Reserving and Capital Requirement

6 Risk Management - Dynamic Hedging

7 Advanced Computational Methods

Sources

• An Introduction to Computational Risk Management of Equity-Linked Insurance (Routledge / CRC Press) — the publisher's description for the lead
• Library catalogue record (Amref International University) — the catalogue contents note, chapter titles only: "chapter 1 Modeling of Equity-linked Insurance -- chapter 2 Elementary Stochastic Calculus -- chapter 3 Monte Carlo Simulations of Investment Guarantees -- chapter 4 Pricing and Valuation -- chapter 5 Risk Management - Reserving and Capital Requirement -- chapter 6 Risk Management - Dynamic Hedging -- chapter 7 Advanced ComputationalMethods"; section titles were not found, so Section 4.7 is not listed
• SOA FSA exam book list, Nov 2026/Mar 2027/Jul 2027 — the edition's author, year (2018), publisher (Taylor & Francis Group) and ISBN 978-1-4987-4216-0
• SOA Exam ILA-101 syllabus, Nov 2026/Mar 2027/Jul 2027 — the citation and the assigned chapters (outcome 5c)