Equity-linked Life Insurance : Partial Hedging Methods
Language: English
Published by Chapman and Hall/CRC, 2020
Series: Book 37 of 71 - Chapman and Hall/CRC Financial Mathematics
- Softcover
- New
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
AbeBooks seller since April 6, 2009
Condition: New
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- Title
- Equity-linked Life Insurance : Partial Hedging Methods
- Author
- Melnikov, Alexander; Nosrati, Amir
- Publisher
- Chapman and Hall/CRC
- Publication year
- 2020
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 0367657775
- ISBN 13
- 9780367657772
- Series
- Book 37 of 71: Chapman and Hall/CRC Financial Mathematics
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 the title" may belong to another edition of this title.
GreatBookPrices
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