Implicit Embedded Options in Life Insurance Contracts

A Market Consistent Valuation Framework

Business & Finance, Industries & Professions, Insurance, Nonfiction, Science & Nature, Mathematics, Applied
Cover of the book Implicit Embedded Options in Life Insurance Contracts by Nils Rüfenacht, Physica-Verlag HD
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Nils Rüfenacht ISBN: 9783790828436
Publisher: Physica-Verlag HD Publication: April 3, 2012
Imprint: Physica Language: English
Author: Nils Rüfenacht
ISBN: 9783790828436
Publisher: Physica-Verlag HD
Publication: April 3, 2012
Imprint: Physica
Language: English

This book presents a market-consistent valuation framework for implicit embedded options in life insurance contracts. This framework is used to perform an empirical analysis based on more than 110,000 actual and in-force life insurance policies and with a focus on the modeling of interest rates. Its results are the answer to the central question posed in the objectives: What value do the embedded options and guarantees considered have? This question is answered both absolutely and relative to the current policy reserves, from the perspective of the insurer, the policyholder and the shareholder respectively

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

This book presents a market-consistent valuation framework for implicit embedded options in life insurance contracts. This framework is used to perform an empirical analysis based on more than 110,000 actual and in-force life insurance policies and with a focus on the modeling of interest rates. Its results are the answer to the central question posed in the objectives: What value do the embedded options and guarantees considered have? This question is answered both absolutely and relative to the current policy reserves, from the perspective of the insurer, the policyholder and the shareholder respectively

More books from Physica-Verlag HD

Cover of the book Advances in Tourism Economics by Nils Rüfenacht
Cover of the book Statistical Methods for the Evaluation of University Systems by Nils Rüfenacht
Cover of the book Information Systems: Crossroads for Organization, Management, Accounting and Engineering by Nils Rüfenacht
Cover of the book Fostering Sustainable Growth in Ukraine by Nils Rüfenacht
Cover of the book Health in Megacities and Urban Areas by Nils Rüfenacht
Cover of the book Intellectual Property Rights by Nils Rüfenacht
Cover of the book Locational Preferences of Entrepreneurs by Nils Rüfenacht
Cover of the book The Economics of Small Businesses by Nils Rüfenacht
Cover of the book Information Technology and Innovation Trends in Organizations by Nils Rüfenacht
Cover of the book Hardware Implementation of Intelligent Systems by Nils Rüfenacht
Cover of the book Quantitative Methods in Tourism Economics by Nils Rüfenacht
Cover of the book Asymmetric Economic Integration by Nils Rüfenacht
Cover of the book Prognoserechnung by Nils Rüfenacht
Cover of the book Corporate Governance in Germany by Nils Rüfenacht
Cover of the book Transformations in Hungary by Nils Rüfenacht
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy