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Implicit Embedded Options in Life Insurance Contracts: A Market Consistent Valuation Framework (Contributions to Management Science) - Softcover

Buch 42 von 213: Contributions to Management Science

Rüfenacht, Nils

 
9783790829433: Implicit Embedded Options in Life Insurance Contracts: A Market Consistent Valuation Framework (Contributions to Management Science)
Softcover
ISBN 10: 3790829439 ISBN 13: 9783790829433
Verlag: Physica, 2014

Inhaltsangabe

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

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Über die Autorin bzw. den Autor

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

Von der hinteren Coverseite

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

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Verlag
Physica
Erscheinungsdatum
2014
Sprache
Englisch
ISBN 10 
3790829439
ISBN 13 
9783790829433
Einband
Taschenbuch
Anzahl der Seiten
196
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