Implicit Embedded Options in Life Insurance Contracts: A Market Consistent Valuation Framework (Contributions to Management Science) - Tapa blanda

Libro 42 de 214: Contributions to Management Science

Rüfenacht, Nils

 
9783790829433: Implicit Embedded Options in Life Insurance Contracts: A Market Consistent Valuation Framework (Contributions to Management Science)
Tapa blanda
ISBN 10: 3790829439 ISBN 13: 9783790829433
Editorial: Physica, 2014

Sinopsis

This book presents a market-consistent valuation framework for implicit embedded options in life insurance contracts. This framework is used to perform an empirical analysis based on more than 110,000 actual and in-force life insurance policies and with a focus on the modeling of interest rates. Its results are the answer to the central question posed in the objectives: What value do the embedded options and guarantees considered have? This question is answered both absolutely and relative to the current policy reserves, from the perspective of the insurer, the policyholder and the shareholder respectively

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca del autor

This book presents a market-consistent valuation framework for implicit embedded options in life insurance contracts. This framework is used to perform an empirical analysis based on more than 110,000 actual and in-force life insurance policies and with a focus on the modeling of interest rates. Its results are the answer to the central question posed in the objectives:
What value do the embedded options and guarantees considered have?
This question is answered both absolutely and relative to the current policy reserves, from the perspective of the insurer, the policyholder and the shareholder respectively

De la contraportada

This book presents a market-consistent valuation framework for implicit embedded options in life insurance contracts. This framework is used to perform an empirical analysis based on more than 110,000 actual and in-force life insurance policies and with a focus on the modeling of interest rates. Its results are the answer to the central question posed in the objectives:
What value do the embedded options and guarantees considered have?
This question is answered both absolutely and relative to the current policy reserves, from the perspective of the insurer, the policyholder and the shareholder respectively

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Physica
Año de publicación
2014
Idioma
Inglés
ISBN 10 
3790829439
ISBN 13 
9783790829433
Encuadernación
Tapa blanda
Número de páginas
196
Contacto del fabricante
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Darmstadt
64293
Alemania

Otras ediciones populares con el mismo título

9783790828429: Implicit Embedded Options in Life Insurance Contracts: A Market Consistent Valuation Framework (Contributions to Management Science)

Edición Destacada

ISBN 10:  3790828424 ISBN 13:  9783790828429
Editorial: Physica, 2012
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