Equity-Linked Life Insurance

Partial Hedging Methods

Nonfiction, Science & Nature, Mathematics, Statistics, Business & Finance, Finance & Investing, Finance
Cover of the book Equity-Linked Life Insurance by Alexander Melnikov, Amir Nosrati, CRC Press
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Author: Alexander Melnikov, Amir Nosrati ISBN: 9781351644792
Publisher: CRC Press Publication: September 7, 2017
Imprint: Chapman and Hall/CRC Language: English
Author: Alexander Melnikov, Amir Nosrati
ISBN: 9781351644792
Publisher: CRC Press
Publication: September 7, 2017
Imprint: Chapman and Hall/CRC
Language: English
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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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