Equity-Linked Life Insurance e-bog
403,64 DKK
(inkl. moms 504,55 DKK)
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 mathemati...
E-bog
403,64 DKK
Forlag
Chapman and Hall/CRC
Udgivet
7 september 2017
Længde
202 sider
Genrer
KCHS
Sprog
English
Format
epub
Beskyttelse
LCP
ISBN
9781351644792
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.