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portada Equity-Linked Life Insurance: Partial Hedging Methods
Type
Physical Book
Publisher
Year
2017
Language
English
Pages
212
Format
Hardcover
ISBN13
9781482240269
Edition No.
1

Equity-Linked Life Insurance: Partial Hedging Methods

Alexander Melnikov (Author) · Amir Nosrati (Author) · CRC Press · Hardcover

Equity-Linked Life Insurance: Partial Hedging Methods - Melnikov, Alexander ; Nosrati, Amir

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Delivery: 11 Sep - 15 Sep Shipping: 5 to 6 business days.
€ 162,64
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€ 162,64

Synopsis "Equity-Linked Life Insurance: Partial Hedging Methods"

This book focuses on the application of the partial hedging approach from modern math finance to equity-linked life insurance contracts. It provides an accessible, up-to-date introduction to quantifying financial and insurance risks. The book also explains how to price innovative financial and insurance products from partial hedging perspectives. Each chapter presents the problem, the mathematical formulation, theoretical results, derivation details, numerical illustrations, and references to further reading.

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