Equity-Linked Life Insurance
Partial Hedging Methods
Alexander Melnikov author Amir Nosrati author
Format:Hardback
Publisher:Taylor & Francis Inc
Published:30th Aug '17
Currently unavailable, and unfortunately no date known when it will be back
This hardback is available in another edition too:
- Paperback£45.99(9780367657772)
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: 9781482240269
Dimensions: unknown
Weight: 430g
212 pages