An Introduction to Computational Risk Management of Equity-Linked Insurance.
"The book will be devoted to quantitative models and computational techniques for risk management of equity-linked insurance. Although there have been research papers on the valuation of a great variety of investment guarantee products, they were primarily based on financial option pricing theo...
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| Format: | eBook |
| Language: | English |
| Published: |
Boca Raton, FL :
CRC Press,
2017.
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| Edition: | First edition. |
| Series: | Chapman and Hall/CRC Financial Mathematics Series
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | "The book will be devoted to quantitative models and computational techniques for risk management of equity-linked insurance. Although there have been research papers on the valuation of a great variety of investment guarantee products, they were primarily based on financial option pricing theory from the policyholders' perspective. This book is aimed at addressing the risk management issues from the insurer and regulator's viewpoints."--Provided by publisher. |
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| Physical Description: | 1 online resource : text file, PDF |
| ISBN: | 9781315151687 1315151685 9781498742184 1498742181 9781351647724 1351647725 |