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Implicit Embedded Options in Life Insurance Contracts: A Market Consistent Valuation Framework (Contributions to Management Science) (Hardcover)

Implicit Embedded Options in Life Insurance Contracts: A Market Consistent Valuation Framework (Contributions to Management Science) Cover Image
By Nils Rüfenacht
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Description

Theoretical Considerations Regarding Embedded Options.- Asset Modelling Process.- Liability Modelling Process.- An Empirical Analysis Using the Entire Modelling Approach.

Product Details
ISBN: 9783790828429
ISBN-10: 3790828424
Publisher: Physica-Verlag
Publication Date: May 4th, 2012
Pages: 170
Language: English
Series: Contributions to Management Science
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