Implicit Embedded Options in Life Insurance Contracts / Contributions to Management Science (PDF)
A Market Consistent Valuation Framework
(Sprache: Englisch)
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...
sofort als Download lieferbar
eBook (pdf)
96.29 €
48 DeutschlandCard Punkte
sammeln
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenloser tolino webreader
Produktdetails
Produktinformationen zu „Implicit Embedded Options in Life Insurance Contracts / Contributions to Management Science (PDF)“
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 results are the answer to the central question posed in the objectives:
What value do the embedded options and guarantees considered have?
This question is answered both absolutely and relative to the current policy reserves, from the perspective of the insurer, the policyholder and the shareholder respectively
What value do the embedded options and guarantees considered have?
This question is answered both absolutely and relative to the current policy reserves, from the perspective of the insurer, the policyholder and the shareholder respectively
Autoren-Porträt von Nils Rüfenacht
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 results are the answer to the central question posed in the objectives: What value do the embedded options and guarantees considered have?
This question is answered both absolutely and relative to the current policy reserves, from the perspective of the insurer, the policyholder and the shareholder respectively
Bibliographische Angaben
- Autor: Nils Rüfenacht
- 2012, 2012, 170 Seiten, Englisch
- Verlag: Springer-Verlag GmbH
- ISBN-10: 3790828432
- ISBN-13: 9783790828436
- Erscheinungsdatum: 03.04.2012
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: PDF
- Größe: 2.78 MB
- Ohne Kopierschutz
- Vorlesefunktion
Sprache:
Englisch
Kommentar zu "Implicit Embedded Options in Life Insurance Contracts / Contributions to Management Science"
0 Gebrauchte Artikel zu „Implicit Embedded Options in Life Insurance Contracts / Contributions to Management Science“
| Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
|---|
Schreiben Sie einen Kommentar zu "Implicit Embedded Options in Life Insurance Contracts / Contributions to Management Science".
Kommentar verfassen