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Equity-Linked Life Insurance: Partial Hedging Methods
Alexander Melnikov
(Author)
·
Amir Nosrati
(Author)
·
CRC Press
· Hardcover
Equity-Linked Life Insurance: Partial Hedging Methods - Melnikov, Alexander ; Nosrati, Amir
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Synopsis "Equity-Linked Life Insurance: Partial Hedging Methods"
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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All books in our catalog are Original.
The book is written in English.
The binding of this edition is Hardcover.
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