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Equity-Linked Life Insurance
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Equity-Linked Life Insurance

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.

Undertittel
Partial Hedging Methods
ISBN
9780367657772
Språk
Engelsk
Vekt
390 gram
Utgivelsesdato
30.9.2020
Forlag
CRC Press
Antall sider
202