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 f…
Read More ↓Title Statements
- Full title :Equity-linked life insurance : partial hedging methods / Alexander Melnikov, Amir Nosrati.
Summary
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.--
Read More ↓Edition Statements
- Publication Date:2018
Publication Statements
- Publisher(s):CRC Press, Taylor & Francis Group
- Place of Publication:Boca Raton
- Language:eng
- Publication Date:2018
The Physical Object
- Description:x, 201 pages ; : 24 cm.
Edition Identifiers
- ISBN:9781482240269, 1482240262
- oclc:ocn995805840
- LC Classification:HG8850.5
- Dewey Decimal:368.32/012
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