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...

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Bibliographic Details
Main Authors: Melnikov, A. V., 1953- (Author), Nosrati, Amir (Author)
Corporate Author: Taylor & Francis
Format: eBook
Language:English
Published: Boca Raton : CRC Press, [2018]
Series:Chapman and Hall/CRC financial mathematics series
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Summary:"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."--Provided by publisher.
Physical Description:1 online resource (x, 202 pages)
ISBN:9781315118505