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Handbook of Solvency for Actuaries and Risk Managers is written by Arne Sandström and published by CRC Press. It's available with International Standard Book Number or ISBN identification 1040053254 (ISBN 10) and 9781040053256 (ISBN 13).
A one-stop shop for actuaries and risk managers, this handbook covers general solvency and risk management topics as well issues pertaining to the European Solvency II project. It focuses on the valuation of assets and liabilities, the calculation of capital requirement, and the calculation of the standard formula for the Solvency II project. The author describes valuation and investment approaches, explains how to develop models and measure various risks, and presents approaches for calculating minimum capital requirements based on CEIOPS final advice. Updates on solvency projects and issues are available at www.SolvencyII.nu