Implicit Embedded Options in Life Insurance Contracts: A Market Consistent Valuation Framework - Softcover

Book 42 of 214: Contributions to Management Science

Rüfenacht, Nils

 
9783790828443: Implicit Embedded Options in Life Insurance Contracts: A Market Consistent Valuation Framework

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Synopsis

Theoretical Considerations Regarding Embedded Options.- Asset Modelling Process.- Liability Modelling Process.- An Empirical Analysis Using the Entire Modelling Approach.

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Other Popular Editions of the Same Title

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

Featured Edition

ISBN 10:  3790828424 ISBN 13:  9783790828429
Publisher: Physica, 2012
Hardcover