Modelling in Life Insurance – A Management Perspective
Editors: Laurent, Jean-Paul, Norberg, Ragnar, Planchet, Frédéric (Eds.)
Free Preview- 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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- About this book
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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)
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Paradigms in Life Insurance
Pages 3-42
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About Market Consistent Valuation in Insurance
Pages 43-60
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Cash Flow Projection Models
Pages 63-79
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Economic Scenario Generators
Pages 81-104
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From Internal to ORSA Models
Pages 105-124
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Table of contents (12 chapters)
- Download Sample pages 2 PDF (152.5 KB)
- Download Table of contents PDF (50.8 KB)
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Bibliographic Information
- Bibliographic Information
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- Book Title
- Modelling in Life Insurance – A Management Perspective
- Editors
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- 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
- 4 b/w illustrations, 38 illustrations in colour
- Topics
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