Equity-Linked Life Insurance : Partial Hedging Methods

by Alexander Melnikov , Amir Nosrati

Book Details

Format Paperback / Softback

Book Series Chapman and Hall/CRC Financial Mathematics Series

ISBN-10 0367657775

ISBN-13 9780367657772

Publisher Taylor & Francis Ltd

Imprint Chapman & Hall/CRC

Country of Manufacture GB

Country of Publication GB

Publication Date Sep 30th, 2020

Print length 202 Pages

Weight 390 grams

Product Classification: Finance Probability & statistics

Ksh 9,200.00

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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

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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