Modelling in Life Insurance – A Management Perspective
Springer International Publishing (Verlag)
978-3-319-29774-3 (ISBN)
Focusing on life insurance and pensions, this book addresses variousaspects of modelling in modern insurance: insurance liabilities;asset-liability management; securitization, hedging, and investment strategies.With contributions from internationally renowned academics in actuarialscience, finance, and management science and key people in major life insuranceand reinsurance companies, there is expert coverage of a wide range of topics,for example: models in life insurance and their roles in decision making; anaccount of the contemporary history of insurance and life insurancemathematics; choice, calibration, and evaluation of models; documentation andquality checks of data; new insurance regulations and accounting rules; cashflow projection models; economic scenario generators; model uncertainty andmodel risk; model-based decision-making at line management level; models andbehaviour of stakeholders.
With author profiles ranging from highly specialized model builders todecision makers at chief executive level, this book should prove a useful resourceto students and academics of actuarial science as well as practitioners.
Paradigms in life insurance.- About market consistent valuation in insurance.-Cash flow projection models.- Economic scenario generators.- From internal toORSA models.- Building a model: practical implementation.- Ex-ante modelvalidation and back-testing.- The threat of model risk for insurance companies.-Meta-models and consistency issues.- Model feeding & Data Quality.- Therole of models in management decision making.- Models and behaviour ofstakeholders
| Erscheinungsdatum | 09.05.2016 |
|---|---|
| Reihe/Serie | EAA Series |
| Zusatzinfo | XVI, 255 p. 42 illus., 38 illus. in color. |
| Verlagsort | Cham |
| Sprache | englisch |
| Maße | 155 x 235 mm |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Angewandte Mathematik |
| Wirtschaft ► Allgemeines / Lexika | |
| Betriebswirtschaft / Management ► Spezielle Betriebswirtschaftslehre ► Versicherungsbetriebslehre | |
| Schlagworte | actuarial sciences • Cash flow projection models • Choice, calibration and evaluation of insurance mo • Choice, calibration and evaluation of insurance models • Contemporary history of life insurance mathematics • Decision-making at line management level • Economic scenario generators • insurance • Insurance regulations and accounting rules • Life insurance models and decision-making • mathematics and statistics • Quantitative Finance • Statistics for Business/Economics/Mathematical Fin |
| ISBN-10 | 3-319-29774-0 / 3319297740 |
| ISBN-13 | 978-3-319-29774-3 / 9783319297743 |
| Zustand | Neuware |
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