Implicit Embedded Options in Life Insurance Contracts: A Market Consistent Valuation Framework - Brossura

Libro 42 di 214: Contributions to Management Science

Rüfenacht, Nils

 
9783790829433: Implicit Embedded Options in Life Insurance Contracts: A Market Consistent Valuation Framework
Brossura
ISBN 10: 3790829439 ISBN 13: 9783790829433
Casa editrice: Physica, 2014

Sinossi

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

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Informazioni sull?autore

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

Dalla quarta di copertina

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

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Physica
Data di pubblicazione
2014
Lingua
Inglese
ISBN 10 
3790829439
ISBN 13 
9783790829433
Rilegatura
Copertina flessibile
Numero di pagine
196
Contatto del produttore
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ProductSafety@springernature.com

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Darmstadt
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Germania

Altre edizioni note dello stesso titolo

9783790828429: Implicit Embedded Options in Life Insurance Contracts: A Market Consistent Valuation Framework

Edizione in evidenza

ISBN 10:  3790828424 ISBN 13:  9783790828429
Casa editrice: Physica Verlag, 2012
Rilegato