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Beschreibung
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.
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.
Zusammenfassung

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

Includes supplementary material: [...]

Inhaltsverzeichnis

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

Details
Erscheinungsjahr: 2016
Fachbereich: Allgemeines
Genre: Recht, Sozialwissenschaften, Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Reihe: EAA Series
Inhalt: xvi
255 S.
4 s/w Illustr.
38 farbige Illustr.
255 p. 42 illus.
38 illus. in color.
ISBN-13: 9783319297743
ISBN-10: 3319297740
Sprache: Englisch
Herstellernummer: 978-3-319-29774-3
Einband: Kartoniert / Broschiert
Autor: Laurent, Jean-Paul
Norberg, Ragnar
Planchet, Frédéric
Redaktion: Laurent, Jean-Paul
Norberg, Ragnar
Planchet, Frédéric
Herausgeber: Jean-Paul Laurent/Ragnar Norberg/Frédéric Planchet
Auflage: 1st edition 2016
Hersteller: Springer
Springer International Publishing AG
EAA Series
Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße: 235 x 155 x 15 mm
Von/Mit: Jean-Paul Laurent (u. a.)
Erscheinungsdatum: 11.05.2016
Gewicht: 0,417 kg
Artikel-ID: 104032296

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