Modelling in life insurance -- a management perspective. (2016)

• Record Type: Book
• Further Information: Note: Jean-Paul Laurent, Ragnar Norberg, Frédéric Planchet, editors.
• Editors: Laurent, Jean Paul; Norberg, Ragnar; Planchet, Frédéric
• 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.
• Publisher Details: Switzerland : Springer
• Publication Date: 2016
• Extent: 1 online resource (xvi, 255 pages), illustrations (some color)
• Subjects: 368.32001/5118; Mathematics; Life insurance -- Mathematical models; Finance; Statistics; Insurance; BUSINESS & ECONOMICS -- Insurance -- Risk Assessment & Management; Life insurance -- Mathematical models; Business & Economics -- Insurance -- General; Business & Economics -- Statistics; Insurance & actuarial studies; Probability & statistics; Mathematics -- Applied; Finance & accounting; Electronic books
• Languages: English
• ISBNs: 9783319297767; 3319297767; 3319297740; 9783319297743
• Related ISBNs: 9783319297743
• Notes: Note: Includes bibliographical references.; Note: Online resource; title from PDF title page (SpringerLink, viewed May 5, 2016).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.