Equity-Linked Life Insurance
Partial Hedging Methods
Alexander Melnikov author Amir Nosrati author
Format:Paperback
Publisher:Taylor & Francis Ltd
Published:30th Sep '20
Currently unavailable, and unfortunately no date known when it will be back
This paperback is available in another edition too:
- Hardback£105.00(9781482240269)
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.
ISBN: 9780367657772
Dimensions: unknown
Weight: 390g
202 pages