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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
Nils Rufenacht
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 |
Se alt med Nils Rufenacht ( f.eks. Paperback Bog og Hardcover bog )