Equity-Linked Life Insurance - pr_210273

Equity-Linked Life Insurance

Partial Hedging Methods

By Alexander Melnikov, Amir Nosrati



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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.

Product code: 9781482240269

ISBN 9781482240269
Dimensions (HxWxD in mm) H235xW156
Series Chapman & Hall/CRC Financial Mathematics Series
No. Of Pages 202
Publisher Apple Academic Press Inc.