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portada Equity-Linked Life Insurance: Partial Hedging Methods (Chapman and Hall
Type
Physical Book
Publisher
Language
English
Pages
202
Format
Paperback
ISBN13
9780367657772
Edition No.
1

Equity-Linked Life Insurance: Partial Hedging Methods (Chapman and Hall

Alexander Melnikov; Amir Nosrati (Author) · Crc Pr Inc · Paperback

Equity-Linked Life Insurance: Partial Hedging Methods (Chapman and Hall - Alexander Melnikov; Amir Nosrati

Physical Book

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Synopsis "Equity-Linked Life Insurance: Partial Hedging Methods (Chapman and Hall"

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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The book is written in English.
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