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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| Format: | Electronic eBook |
| Language: | English |
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Heidelberg :
Physica-Verlag HD : Imprint: Physica,
2012.
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| Series: | Contributions to Management Science,
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| Online Access: | Full Text via HEAL-Link |
