Equity-Linked Life Insurance
Partial Hedging Methods| By: | Alexander Melnikov; Amir Nosrati |
| Publisher: | Taylor & Francis |
| Print ISBN: | 9780367657772 |
| eText ISBN: | 9781351644792 |
| Edition: | 1 |
| Copyright: | 2018 |
| Format: | Reflowable |
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Table of Contents
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.