Modelling in Life Insurance – A Management Perspective

Name: Modelling in Life Insurance – A Management Perspective
SKU: 24557932
Price: 371.00 NZD
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Paperback / softback

Series:

EAA Series

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Description

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.

Release date NZ

May 11th, 2016

Audience

Professional & Vocational

Contributors

Edited by Frederic Planchet
Edited by Jean-Paul Laurent
Edited by Ragnar Norberg

Edition

1st ed. 2016

Illustrations

38 Illustrations, color; 4 Illustrations, black and white; XVI, 255 p. 42 illus., 38 illus. in color.

Pages

255

Series

EAA Series

Dimensions

155x235x14

ISBN-13

9783319297743

Product ID

24557932

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Modelling in Life Insurance – A Management Perspective

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