Logga in

Laurent, Jean-Paul

Modelling in Life Insurance – A Management Perspective

Laurent, Jean-Paul - Modelling in Life Insurance – A Management Perspective, e-bok

115,95€

E-bok, PDF, Adobe DRM-skydd
ISBN: 9783319297767
DRM-begränsningar

Skriva utInte tillåtet
Kopiera till urklippInte tillåtet

Table of contents

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

Nyckelord: Mathematics, Quantitative Finance, Actuarial Sciences, Statistics for Business/Economics/Mathematical Finance/Insurance, Insurance

Utgivare
 
 
Utgivare
Springer
Utgivningsår
2016
Språk
en
Utgåva
1
Serie
EAA Series
Sidantal
16 sidor
Kategori
Naturvetenskaper
Format
E-bok
eISBN (PDF)
9783319297767
Tryckt ISBN
978-3-319-29774-3

Liknande e-böcker