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Implicit Embedded Options in Life Insurance Contracts: A Market Consistent Valuation Framework - Contributions to Management Science Nils Rufenacht 2012 edition
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Implicit Embedded Options in Life Insurance Contracts: A Market Consistent Valuation Framework - Contributions to Management Science
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
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2012. gada 4. maijs |
| ISBN13 | 9783790828429 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 170 |
| Izmēri | 164 × 242 × 16 mm · 453 g |
| Valoda | Angļu |
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