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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:

Equity-Linked Life Insurance cover

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