Equity-Linked Life Insurance: Partial Hedging Methods
Melnikov, Alexander, Nosrati, Amir
- 出版商: CRC
- 出版日期: 2020-09-30
- 售價: $2,240
- 貴賓價: 9.5 折 $2,128
- 語言: 英文
- 頁數: 212
- 裝訂: Quality Paper - also called trade paper
- ISBN: 0367657775
- ISBN-13: 9780367657772
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商品描述
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.
作者簡介
Alexander Melnikov is a Professor at the University of Alberta.
Amir Nosrati completed his PhD in Mathematical Finance at the University of Alberta.