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Modelling in life insurance - a management perspective[electronic resource] /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	368.320015118
書名/作者:	Modelling in life insurance - a management perspective/ edited by Jean-Paul Laurent, Ragnar Norberg, Frederic Planchet.
其他作者:	Laurent, Jean-Paul.
出版者:	Cham : : Springer International Publishing :, 2016.
面頁冊數:	xvi, 255 p. : : ill. (some col.), digital ;; 24 cm.
Contained By:	Springer eBooks
標題:	Life insurance - Mathematical models.
標題:	Mathematics.
標題:	Quantitative Finance.
標題:	Actuarial Sciences.
標題:	Statistics for Business/Economics/Mathematical Finance/Insurance.
標題:	Insurance.
ISBN:	9783319297767
ISBN:	9783319297743
內容註:	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.
摘要、提要註:	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.
電子資源:	http://dx.doi.org/10.1007/978-3-319-29776-7

Modelling in life insurance - a management perspective[electronic resource] /
Modelling in life insurance - a management perspective[electronic resource] /edited by Jean-Paul Laurent, Ragnar Norberg, Frederic Planchet. - Cham :Springer International Publishing :2016. - xvi, 255 p. :ill. (some col.), digital ;24 cm. - 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:

647252
Life insurance
--Mathematical models.

LC Class. No.: HG8781

Dewey Class. No.: 368.320015118

Modelling in life insurance - a management perspective[electronic resource] /
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