Modelling in Life Insurance – A Management Perspective
Author:   Jean-Paul Laurent ,  Ragnar Norberg ,  Frédéric Planchet
Publisher:   Springer International Publishing AG
Edition:   1st ed. 2016
ISBN:  

9783319297743


Pages:   255
Publication Date:   11 May 2016
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Modelling in Life Insurance – A Management Perspective


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Author:   Jean-Paul Laurent ,  Ragnar Norberg ,  Frédéric Planchet
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
Edition:   1st ed. 2016
Dimensions:   Width: 15.50cm , Height: 1.40cm , Length: 23.50cm
Weight:   4.161kg
ISBN:  

9783319297743


ISBN 10:   3319297740
Pages:   255
Publication Date:   11 May 2016
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

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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