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:	Hedging (Finance) > Mathematical models. Life insurance stocks > Mathematical models. Life insurance > Finance > Mathematical models. Electronic books.
Online Access:	Connect to the full text of this electronic book

Table of Contents:

chapter 1 Basic notions and facts from stochastic analysis, mathematical finance and insurance / Alexander Melnikov Amir Nosrati
chapter 2 Quantile hedging of equity-linked life insurance contracts in the BIack - Scholes model / Alexander Melnikov Amir Nosrati
chapter 3 Valuation of equity-linked life insurance contracts via efficient hedging in the BIack-Scholes model / Alexander Melnikov Amir Nosrati
chapter 4 Quantile hedging and risk management of contracts for diffusion and jump-diffusion models / Alexander Melnikov Amir Nosrati
chapter 5 CVaR-Hedging: Theory and applications / Alexander Melnikov Amir Nosrati
chapter 6 Defaultable securities and equity-linked life insurance contracts / Alexander Melnikov Amir Nosrati
chapter 7 Equity-linked life insurance contracts and Bermudan options / Alexander Melnikov Amir Nosrati
chapter Bibliographic Remarks / Alexander Melnikov Amir Nosrati.