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Equity-Linked Life Insurance: Partial Hedging Methods

Posted By: interes
Date: 16 Oct 2017 00:34:36
Equity-Linked Life Insurance: Partial Hedging Methods

Equity-Linked Life Insurance: Partial Hedging Methods by Alexander Melnikov and Amir Nosrati
English | 2017 | ISBN: 1482240262 | 212 pages | PDF | 2,7 MB

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.

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