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Modelling in life insurance -- a management perspective

Author: Jean-Paul Laurent; Ragnar Norberg; Frédéric Planchet
Publisher: Switzerland : Springer, 2016.
Series: EAA Series
Edition/Format:   eBook : Document : EnglishView all editions and formats
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Modelling in life insurance : a management perspective.
Switzerland : Springer, c2016
xvi, 255 pages
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Jean-Paul Laurent; Ragnar Norberg; Frédéric Planchet
ISBN: 9783319297767 3319297767 3319297740 9783319297743
OCLC Number: 948745078
Description: 1 online resource (xvi, 255 pages) : illustrations (some color).
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.
Series Title: EAA Series
Responsibility: Jean-Paul Laurent, Ragnar Norberg, Frédéric Planchet, editors.

Abstract:

Focusing on life insurance and pensions, this book addresses variousaspects of modelling in modern insurance: insurance liabilities;  Read more...

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