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

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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Bibliographic Details
Main Author: Rüfenacht, Nils (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Heidelberg : Physica-Verlag HD : Imprint: Physica, 2012.
Series:Contributions to Management Science,
Subjects:
Finance.
Insurance.
Economics, Mathematical.
Quantitative Finance.
Finance, general.
Online Access:Full Text via HEAL-Link

Internet

Full Text via HEAL-Link

ΒΚΠ - Πατρα: ALFd

Holdings details from ΒΚΠ - Πατρα: ALFd
Call Number: 330.01 BAU
Copy 1 Available

ΒΚΠ - Πατρα: BSC

Holdings details from ΒΚΠ - Πατρα: BSC
Call Number: 330.01 BAU
Copy 2 Available
Copy 3 Available

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