Equity-Linked Life Insurance Partial Hedging Methods

Sale price  $150.29 Regular price $166.99

Equity-Linked Life Insurance Partial Hedging Methods

Sale price  $150.29 Regular price $166.99

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Chapman and Hall/CRC Financial Mathematics Series

Equity-Linked Life Insurance

Partial Hedging Methods

Alexander Melnikov | Amir Nosrati

Business & Economics / Finance / Financial Engineering

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.


Publication Date: 30 August 2017
Publisher: CRC Press
Imprint: Chapman and Hall/CRC
ISBN-13: 9781482240269
Format: Hardback
Page Count: 212
Weight (oz): 15.88

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