Equity-Linked Life Insurance: Partial Hedging Methods

By A V Melnikov and Amir Nosrati

Book Overview

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.

• Format: Hardcover
• Language: English
• ISBN: 1482240262
• ISBN13: 9781482240269
• Release Date: August 2017
• Publisher: CRC Press
• Length: 212 Pages
• Weight: 1.05 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"