Equity-Linked Life Insurance

£50.99

Equity-Linked Life Insurance

Partial Hedging Methods

Econometrics and economic statistics Finance and accounting Probability and statistics Applied mathematics

Authors: Alexander Melnikov, Amir Nosrati

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Collection: Chapman and Hall/CRC Financial Mathematics Series

Language: English

Published by: Chapman and Hall/CRC

Published on: 7th September 2017

Format: LCP-protected ePub

Size: 2 Mb

ISBN: 9781351644792


Introduction

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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