Laurent, Jean-Paul
Modelling in Life Insurance – A Management Perspective
Part I. Life Insurance Context
1. Paradigms in Life Insurance
Ragnar Norberg
2. About Market Consistent Valuation in Insurance
Pierre-E. Thérond
Part II. Design and Implementation of Life Insurance Models
3. Cash Flow Projection Models
Jean-Paul Felix
4. Economic Scenario Generators
Thierry Moudiki, Frédéric Planchet
5. From Internal to ORSA Models
Frédéric Planchet, Christian-Yann Robert
6. Building a Model: Practical Implementation
Patrice Palsky
Part III. Model Validation and Steering Processes
7. Ex-ante Model Validation and Back-Testing
Stéphane Loisel, Kati Nisipasu
8. The Threat of Model Risk for Insurance Companies
Christian-Yann Robert
9. Meta-Models and Consistency Issues
Jean-Paul Laurent
Part IV. Models and Business Processes
10. Model Feeding and Data Quality
Jean-Paul Felix, Nathalie Languillat, Amélie Mourens
11. The Role of Models in Management Decision-Making
Bernard Bolle-Reddat, Renaud Dumora
12. Models and Behaviour of Stakeholders
David Ingram, Stéphane Loisel
Keywords: Mathematics, Quantitative Finance, Actuarial Sciences, Statistics for Business/Economics/Mathematical Finance/Insurance, Insurance
- Editor
- Laurent, Jean-Paul
- Norberg, Ragnar
- Planchet, Frédéric
- Publisher
- Springer
- Publication year
- 2016
- Language
- en
- Edition
- 1
- Series
- EAA Series
- Page amount
- 16 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9783319297767
- Printed ISBN
- 978-3-319-29774-3