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Modelling in Life Insurance – A Management Perspective

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Modelling in Life Insurance – A Management Perspective/ edited by Jean-Paul Laurent, Ragnar Norberg, Frédéric Planchet.
other author:	Laurent, Jean-Paul.
Description:	XVI, 255 p. 42 illus., 38 illus. in color.online resource. :
Contained By:	Springer Nature eBook
Subject:	Economics, Mathematical . -
Online resource:	https://doi.org/10.1007/978-3-319-29776-7
ISBN:	9783319297767

Modelling in Life Insurance – A Management Perspective
Modelling in Life Insurance – A Management Perspective[electronic resource] /edited by Jean-Paul Laurent, Ragnar Norberg, Frédéric Planchet. - 1st ed. 2016. - XVI, 255 p. 42 illus., 38 illus. in color.online resource. - EAA Series,1869-6929. - EAA Series,.

Paradigms in life insurance -- About market consistent valuation in insurance -- Cash flow projection models -- Economic scenario generators -- From internal to ORSA models -- Building a model: practical implementation -- Ex-ante model validation and back-testing -- The threat of model risk for insurance companies -- Meta-models and consistency issues -- Model feeding & Data Quality -- The role of models in management decision making -- Models and behaviour of stakeholders.

Focussing on life insurance and pensions, this book addresses various aspects of modelling in modern insurance: insurance liabilities; asset-liability management; securitization, hedging, and investment strategies. With contributions from internationally renowned academics in actuarial science, finance, and management science and key people in major life insurance and reinsurance companies, there is expert coverage of a wide range of topics, for example: models in life insurance and their roles in decision making; an account of the contemporary history of insurance and life insurance mathematics; choice, calibration, and evaluation of models; documentation and quality checks of data; new insurance regulations and accounting rules; cash flow projection models; economic scenario generators; model uncertainty and model risk; model-based decision-making at line management level; models and behaviour of stakeholders. With author profiles ranging from highly specialized model builders to decision makers at chief executive level, this book should prove a useful resource to students and academics of actuarial science as well as practitioners.

ISBN: 9783319297767

Standard No.: 10.1007/978-3-319-29776-7doiSubjects--Topical Terms:

1253712
Economics, Mathematical .

LC Class. No.: HB135-147

Dewey Class. No.: 519

Modelling in Life Insurance – A Management Perspective
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