Modelling in Life Insurance - A Management Perspective (Paperback, 1st ed. 2016)

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.

General

Imprint:	Springer International Publishing AG
Country of origin:	Switzerland
Series:	EAA Series
Release date:	May 2016
First published:	2016
Editors:	Jean-Paul Laurent • Ragnar Norberg • Frederic Planchet
Dimensions:	235 x 155 x 14mm (L x W x T)
Format:	Paperback
Pages:	255
Edition:	1st ed. 2016
ISBN-13:	978-3-319-29774-3
Categories:	Books > Business & Economics > Business & management > Business strategy Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematical modelling Books > Business & Economics > Finance & accounting > Finance > Insurance > General Books > Money & Finance > Insurance > General
LSN:	3-319-29774-0
Barcode:	9783319297743

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