大葉大學圖書館 |

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

レコード種別:	言語・文字資料 (印刷物) : 単行資料
[NT 15000414] null:	368.320015118
タイトル / 著者:	Modelling in life insurance - a management perspective/ edited by Jean-Paul Laurent, Ragnar Norberg, Frederic Planchet.
その他の著者:	Laurent, Jean-Paul.
出版された:	Cham : : Springer International Publishing :, 2016.
記述:	xvi, 255 p. : : ill. (some col.), digital ;; 24 cm.
含まれています:	Springer eBooks
主題:	Life insurance - Mathematical models.
主題:	Mathematics.
主題:	Quantitative Finance.
主題:	Actuarial Sciences.
主題:	Statistics for Business/Economics/Mathematical Finance/Insurance.
主題:	Insurance.
国際標準図書番号 (ISBN) :	9783319297767
国際標準図書番号 (ISBN) :	9783319297743
[NT 15000228] null:	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.
[NT 15000229] null:	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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520 $a 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.
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