Equity-Linked Life Insurance: Partial Hedging Methods
Author:   Alexander Melnikov ,  Amir Nosrati
Publisher:   Taylor & Francis Inc
ISBN:  

9781482240269


Pages:   212
Publication Date:   30 August 2017
Format:   Hardback
Availability:   In Print   Availability explained
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Equity-Linked Life Insurance: Partial Hedging Methods


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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.

Full Product Details

Author:   Alexander Melnikov ,  Amir Nosrati
Publisher:   Taylor & Francis Inc
Imprint:   Chapman & Hall/CRC
Weight:   0.450kg
ISBN:  

9781482240269


ISBN 10:   1482240262
Pages:   212
Publication Date:   30 August 2017
Audience:   College/higher education ,  Professional and scholarly ,  Tertiary & Higher Education ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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Alexander Melnikov is a Professor at the University of Alberta. Amir Nosrati completed his PhD in Mathematical Finance at the University of Alberta.

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