Implicit Embedded Options in Life Insurance Contracts A Market Consistent Valuation Framework
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. Its...
| Autor principal: | |
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| Autor Corporativo: | |
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Heidelberg :
Physica-Verlag HD : Imprint: Physica
2012.
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| Colección: | Contributions to Management Science.
Springer eBooks. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b37577955*spi |
Tabla de Contenidos:
- Theoretical Considerations Regarding Embedded Options
- Asset Modelling Process
- Liability Modelling Process
- An Empirical Analysis Using the Entire Modelling Approach.
