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010   $a3-319-29776-7
024 7 $a10.1007/978-3-319-29776-7
035   $a(CKB)3890000000006116
035   $a(DE-He213)978-3-319-29776-7
035   $a(MiAaPQ)EBC4517800
035   $z(PPN)221262709
035   $a(PPN)194077640
035   $a(EXLCZ)993890000000006116
100   $a20160502d2016      u|         0
101 0 $aeng
135   $aurnn|008mamaa
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aModelling in Life Insurance ? A Management Perspective /$fedited by Jean-Paul Laurent, Ragnar Norberg, Frédéric Planchet
205   $a1st ed. 2016.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2016.
215   $a1 online resource (XVI, 255 p. 42 illus., 38 illus. in color.) 
225 1 $aEAA Series,$x1869-6929
311   $a3-319-29774-0 
320   $aIncludes bibliographical references.
327   $aParadigms 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.
330   $aFocussing on life insurance and pensions, this book addresses various aspects of modelling in modern insurance: insurance liabilities; asset-liability management; securitization, hedging, and investment strategies. With contributions from internationally renowned academics in actuarial science, finance, and management science and key people in major life insurance and reinsurance companies, there is expert coverage of a wide range of topics, for example: models in life insurance and their roles in decision making; an account of the contemporary history of insurance and life insurance mathematics; choice, calibration, and evaluation of models; documentation and quality checks of data; new insurance regulations and accounting rules; cash flow projection models; economic scenario generators; model uncertainty and model risk; model-based decision-making at line management level; models and behaviour of stakeholders. With author profiles ranging from highly specialized model builders to decision makers at chief executive level, this book should prove a useful resource to students and academics of actuarial science as well as practitioners.
410  0$aEAA Series,$x1869-6929
606   $aEconomics, Mathematical 
606   $aActuarial science
606   $aStatistics 
606   $aInsurance
606   $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062
606   $aActuarial Sciences$3https://scigraph.springernature.com/ontologies/product-market-codes/M13080
606   $aStatistics for Business, Management, Economics, Finance, Insurance$3https://scigraph.springernature.com/ontologies/product-market-codes/S17010
606   $aInsurance$3https://scigraph.springernature.com/ontologies/product-market-codes/626030
615  0$aEconomics, Mathematical .
615  0$aActuarial science.
615  0$aStatistics .
615  0$aInsurance.
615 14$aQuantitative Finance.
615 24$aActuarial Sciences.
615 24$aStatistics for Business, Management, Economics, Finance, Insurance.
615 24$aInsurance.
676   $a519
702   $aLaurent$b Jean-Paul$4edt$4http://id.loc.gov/vocabulary/relators/edt
702   $aNorberg$b Ragnar$4edt$4http://id.loc.gov/vocabulary/relators/edt
702   $aPlanchet$b Frédéric$4edt$4http://id.loc.gov/vocabulary/relators/edt
906   $aBOOK
912   $a9910254073303321
996   $aModelling in life insurance$91523464
997   $aUNINA