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Equity-Linked Life Insurance: Partial Hedging Methods
Hardcover
Series: Chapman and Hall/CRC Financial Mathematics
Business GeneralInvesting & FinanceProbability & Statistics
ISBN13: 9781482240269
Publisher: CRC Press
Published: Aug 30 2017
Pages: 212
Weight: 1.05
Height: 0.50 Width: 6.14 Depth: 9.21
Language: English
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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