Valuation and Hedging in Insurance

By Jérôme Barbarin

This book consists of three parts. In the first part, the author focus on the surrender option embedded in life insurance contracts. He describes the reduced-form approach for the modelling of the... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3639123190
• ISBN13: 9783639123197
• Release Date: April 2009
• Publisher: VDM Verlag
• Length: 168 Pages
• Weight: 0.56 lbs.
• Dimensions: 0.4" x 6.0" x 9.0"