Implicit Embedded Options in Life Insurance Contracts: A Market Consistent Valuation Framework - Contributions to Management Science - Nils Rufenacht - Bøger - Springer-Verlag Berlin and Heidelberg Gm - 9783790828429 - 4. maj 2012
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Implicit Embedded Options in Life Insurance Contracts: A Market Consistent Valuation Framework - Contributions to Management Science 2012 edition

Nils Rufenacht

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Implicit Embedded Options in Life Insurance Contracts: A Market Consistent Valuation Framework - Contributions to Management Science 2012 edition

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.


170 pages, biography

Medie Bøger     Hardcover bog   (Bog med hård ryg og stift omslag)
Udgivet 4. maj 2012
ISBN13 9783790828429
Forlag Springer-Verlag Berlin and Heidelberg Gm
Antal sider 170
Mål 164 × 242 × 16 mm   ·   453 g
Sprog Engelsk