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EAA Series

Modelling in Life Insurance – A Management Perspective

Editors: Laurent, Jean-Paul, Norberg, Ragnar, Planchet, Frédéric (Eds.)

  • Explores a broad range of aspects of modelling in modern life insurance 
  • Provides views and objectives of the top management of insurance companies
  • Examines modelling activities within the context of consumer needs, the public interest and business objectives
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eBook 79,72 €
price for France (gross)
valable jusqu'au 16 octobre 2017
  • ISBN 978-3-319-29776-7
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover 100,21 €
price for France (gross)
valable jusqu'au 16 octobre 2017
  • ISBN 978-3-319-29774-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

Focusing 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.

Table of contents (12 chapters)

  • Paradigms in Life Insurance

    Norberg, Ragnar

    Pages 3-42

    Preview Buy Chapter 29,94 €
  • About Market Consistent Valuation in Insurance

    Thérond, Pierre-E.

    Pages 43-60

    Preview Buy Chapter 29,94 €
  • Cash Flow Projection Models

    Felix, Jean-Paul

    Pages 63-79

    Preview Buy Chapter 29,94 €
  • Economic Scenario Generators

    Moudiki, Thierry (et al.)

    Pages 81-104

    Preview Buy Chapter 29,94 €
  • From Internal to ORSA Models

    Planchet, Frédéric (et al.)

    Pages 105-124

    Preview Buy Chapter 29,94 €

Buy this book

eBook 79,72 €
price for France (gross)
valable jusqu'au 16 octobre 2017
  • ISBN 978-3-319-29776-7
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover 100,21 €
price for France (gross)
valable jusqu'au 16 octobre 2017
  • ISBN 978-3-319-29774-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Modelling in Life Insurance – A Management Perspective
Editors
  • Jean-Paul Laurent
  • Ragnar Norberg
  • Frédéric Planchet
Series Title
EAA Series
Copyright
2016
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-29776-7
DOI
10.1007/978-3-319-29776-7
Softcover ISBN
978-3-319-29774-3
Series ISSN
1869-6929
Edition Number
1
Number of Pages
XVI, 255
Number of Illustrations and Tables
4 b/w illustrations, 38 illustrations in colour
Topics