Equity-Linked Life Insurance

Equity-Linked Life Insurance

Forfatter: Alexander Melnikov, Amir Nosrati
Forlag: CRC Press
Udgave: 1
Udgivelsesdato: 2017
ISBN: 9780367657772

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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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