Equity-linked life insurance: partial hedging methods
Auteur :
Melnikov, Alexander / Nosrati, Amir
Éditeur :
Taylor & Francis Inc
ISBN :
9781482240269
Date de publication :
30 août 2017
Dimensions :
23,4 x 15,6 cm
Poids :
450 g
Langue :
Anglais
Pays d'origine :
USA
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.