Implicit Embedded Options in Life Insurance Contracts A Market Consistent Valuation Framework /
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...
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| Συγγραφή απο Οργανισμό/Αρχή: | |
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Heidelberg :
Physica-Verlag HD : Imprint: Physica,
2012.
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| Σειρά: | Contributions to Management Science,
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| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
