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Equity-Linked Life Insurance

Partial Hedging Methods. Chapman and Hall/CRC Financial Mathematics Series

Format: Hardback
Publisher: Apple Academic Press Inc., Oakville, Canada
Published: 30th Aug 2017
Dimensions: w 164mm h 238mm d 17mm
Weight: 450g
ISBN-10: 1482240262
ISBN-13: 9781482240269
Barcode No: 9781482240269
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Synopsis
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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