Equity-Linked Life Insurance : Partial Hedging Methods

by Alexander Melnikov , Alexander Melnikov , Amir Nosrati , Amir Nosrati

Book Details

Format Hardback or Cased Book

Book Series Chapman and Hall/CRC Financial Mathematics Series

ISBN-10 1482240262

ISBN-13 9781482240269

Publisher Taylor & Francis Inc

Imprint Chapman & Hall/CRC

Country of Manufacture CA

Country of Publication GB

Publication Date Aug 30th, 2017

Print length 212 Pages

Weight 462 grams

Dimensions 16.10 x 24.10 x 1.80 cms

Ksh 21,600.00

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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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