Modelling in Life Insurance – A Management Perspective

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Synopsis

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.

Book details

Edition:
1st ed. 2016
Series:
EAA Series
Author:
Jean-Paul Laurent, Ragnar Norberg, Frédéric Planchet
ISBN:
9783319297767
Related ISBNs:
9783319297743
Publisher:
Springer International Publishing
Pages:
N/A
Reading age:
Not specified
Includes images:
Yes
Date of addition:
2023-11-17
Usage restrictions:
Copyright
Copyright date:
2016
Copyright by:
Springer International Publishing Switzerland 
Adult content:
No
Language:
English
Categories:
Business and Finance, Mathematics and Statistics, Nonfiction