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Modelling in Life Insurance - A Management Perspective


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Table of 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

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