Modelling in Life Insurance - A Management Perspective

Jean-Paul Laurent

ISBN 10: 3319297740 / ISBN 13: 9783319297743

Published by Springer International Publishing AG, CH, 2016

About this Item

Seller Inventory # LU-9783319297743

Bibliographic Details

• Title: Modelling in Life Insurance - A Management Perspective
• Publisher: Springer International Publishing AG, CH
• Publication Date: 2016
• Language: English
• ISBN 10: 3319297740
• ISBN 13: 9783319297743
• Binding: Paperback
• Edition: 1st ed. 2016.
• Condition: New
• Dimensions: 15.49W x 1.57H x 23.5D centimeters 15.49 centimeters width by 1.57 centimeters height by 23.5 centimeters depth

About this title

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.

From the Back Cover

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.