Modelling in Life Insurance - A Management Perspective

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, fina...

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Bibliographic Details
Call Number:Libro Electrónico
Corporate Author: SpringerLink (Online service)
Other Authors: Laurent, Jean-Paul (Editor), Norberg, Ragnar (Editor), Planchet, Frédéric (Editor)
Format: Electronic eBook
Language:Inglés
Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
Edition:1st ed. 2016.
Series:EAA Series,
Subjects:
Social sciences-Mathematics.
Actuarial science.
Statistics .
Financial services industry.
Mathematics in Business, Economics and Finance.
Actuarial Mathematics.
Statistics in Business, Management, Economics, Finance, Insurance.
Financial Services.
Online Access:Texto Completo
Table of Contents:
  • 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.

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