Items related to Equity-Linked Life Insurance: Partial Hedging Methods...

Equity-Linked Life Insurance: Partial Hedging Methods (Chapman and Hall/CRC Financial Mathematics Series) - Hardcover

Book 37 of 71: Chapman and Hall/CRC Financial Mathematics

Melnikov, Alexander; Nosrati, Amir

 
9781482240269: Equity-Linked Life Insurance: Partial Hedging Methods (Chapman and Hall/CRC Financial Mathematics Series)
Hardcover
ISBN 10: 1482240262 ISBN 13: 9781482240269
Publisher: Chapman and Hall/CRC, 2017

Synopsis

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.

"synopsis" may belong to another edition of this title.

About the Author

Alexander Melnikov is a Professor at the University of Alberta.

Amir Nosrati completed his PhD in Mathematical Finance at the University of Alberta.

"About this title" may belong to another edition of this title.

Publisher
Chapman and Hall/CRC
Publication date
2017
Language
English
ISBN 10 
1482240262
ISBN 13 
9781482240269
Binding
Hardcover
Edition number
1
Number of pages
212