Modelling in Life Insurance – A Management Perspective (EAA Series Book 0)

Original PDF نویسندگان: Jean-Paul Laurent, Ragnar Norberg, Frédéric Planchet
جزئیات
فرمت: Original PDF صفحات: 271 pages ناشر: Springer تاریخ انتشار نسخه الکترونیکی : May 2, 2016
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شابک: 9783319297767 لینک: https://www.amazon.com/dp/B01FFFT5KA
توضیحات
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.
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