Modelling In Life Insurance A Management Perspective
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Author | : Jean-Paul Laurent |
Publisher | : Springer |
Total Pages | : 263 |
Release | : 2016-05-02 |
Genre | : Mathematics |
ISBN | : 3319297767 |
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.
Author | : |
Publisher | : |
Total Pages | : |
Release | : 2010 |
Genre | : Actuarial science |
ISBN | : 9780981396811 |
Author | : Jiuping Xu |
Publisher | : Springer Nature |
Total Pages | : 869 |
Release | : 2021-07-15 |
Genre | : Technology & Engineering |
ISBN | : 303079203X |
This book gathers the proceedings of the fifteenth International Conference on Management Science and Engineering Management (ICMSEM 2021) held on August 1-4, 2021, at the University of Castilla-La Mancha (UCLM), Toledo, Spain. The proceedings contains theoretical and practical research of decision support systems, complex systems, empirical studies, sustainable development, project management, and operation optimization, showing advanced management concepts and demonstrates substantial interdisciplinary developments in MSEM methods and practical applications. It allows researchers and practitioners in management science and engineering management (MSEM) to share their latest insights and contribution. Meanwhile, it appeals to readers interested in these areas, especially those looking for new ideas and research directions.
Author | : M. A. H. Dempster |
Publisher | : CRC Press |
Total Pages | : 637 |
Release | : 2018-02-21 |
Genre | : Computers |
ISBN | : 1482299674 |
High-Performance Computing (HPC) delivers higher computational performance to solve problems in science, engineering and finance. There are various HPC resources available for different needs, ranging from cloud computing– that can be used without much expertise and expense – to more tailored hardware, such as Field-Programmable Gate Arrays (FPGAs) or D-Wave’s quantum computer systems. High-Performance Computing in Finance is the first book that provides a state-of-the-art introduction to HPC for finance, capturing both academically and practically relevant problems.
Author | : Pauline Barrieu |
Publisher | : World Scientific |
Total Pages | : 319 |
Release | : 2019-04-18 |
Genre | : Business & Economics |
ISBN | : 1786341964 |
with an autobiography from Ragnar NorbergThe Risk and Stochastics Conference, held at the Royal Statistical Society in April 2015, brought together academics from the worlds of actuarial science, stochastic calculus, finance and statistics to celebrate the achievements of Professor Ragnar Norberg as he turned 70. After the conference, Ragnar Norberg suddenly fell very ill and passed away; this book honours his life and work.This collection of articles is written by speakers of the conference, themselves respected academics who have influenced and been influenced by the life and work of Professor Norberg. His professional and academic achievements are celebrated here, most significantly the instrumental work he put into setting up the world-renowned Risk and Stochastics Enterprise at the London School of Economics (LSE). Subjects covered include discussion of risk measurements, ruin constraint, supporting stable pensions, filtration in discrete time, Riesz means and Beurling moving averages and orthonormal polynomial expansions. Also featured are notes from contributors giving account of their personal relations with Professor Norberg, as well as an autobiographical chapter from the man himself.Aimed at graduate level students and researchers interested in the life and work of Ragnar Norberg, this book provides a unique opportunity to reflect on and understand key findings and ground-breaking research in modern actuarial and financial mathematics and their interface, while giving intimate insights into the life of a leading academic mind.
Author | : Angus S. Macdonald |
Publisher | : Cambridge University Press |
Total Pages | : 387 |
Release | : 2018-05-03 |
Genre | : Business & Economics |
ISBN | : 110704541X |
Modern mortality modelling for actuaries and actuarial students, with example R code, to unlock the potential of individual data.
Author | : Mark Goldburd |
Publisher | : |
Total Pages | : 106 |
Release | : 2016-06-08 |
Genre | : |
ISBN | : 9780996889728 |
Author | : Ermanno Pitacco |
Publisher | : Springer Nature |
Total Pages | : 236 |
Release | : 2020-08-25 |
Genre | : Business & Economics |
ISBN | : 3030498522 |
This book deals with Enterprise Risk Management (ERM) and, in particular, Quantitative Risk Management (QRM) in life insurance business. Constituting a “bridge” between traditional actuarial mathematics and insurance risk management processes, its purpose is to provide advanced undergraduate and graduate students in the Actuarial Sciences, Finance and Economics with the basics of ERM (in general) and QRM applied to life insurance business. The main topics dealt with are: general issues on ERM, risk management tools for life insurance and life annuities, deterministic and stochastic analysis of the behaviour of a portfolio fund, application of sensitivity testing to assess ranges of results of interest, stress testing to assess the impact of extreme scenarios, and the product development process for life annuity products.
Author | : Bruno S. Sergi |
Publisher | : Emerald Group Publishing |
Total Pages | : 353 |
Release | : 2024-07-22 |
Genre | : Business & Economics |
ISBN | : 1803827513 |
This volume focuses on core topics of economic disruption caused by the Covid-19 pandemic: changes in socio-cultural relationships, behavioural patterns and psychological attitudes governing human interaction, and government policies to stabilize the Indian economy and contribute to sustainable growth.
Author | : Wolfgang Hafner |
Publisher | : Springer Science & Business Media |
Total Pages | : 553 |
Release | : 2009-11-18 |
Genre | : Business & Economics |
ISBN | : 3540857117 |
In 1908, Vinzenz Bronzin, a professor of mathematics at the Accademia di Commercio e Nautica in Trieste, published a booklet in German entitled Theorie der Prämiengeschäfte (Theory of Premium Contracts) which is an old type of option contract. Almost like Bachelier’s now famous dissertation (1900), the work seems to have been forgotten shortly after it was published. However, almost every element of modern option pricing can be found in Bronzin’s book. He derives option prices for an illustrative set of distributions, including the Normal. - This volume includes a reprint of the original German text, a translation, as well as an appreciation of Bronzin's work from various perspectives (economics, history of finance, sociology, economic history) including some details about the professional life and circumstances of the author. The book brings Bronzin's early work to light again and adds an almost forgotten piece of research to the theory of option pricing.