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

Livre 42 sur 214: Contributions to Management Science

Rüfenacht, Nils

 
9783790828429: Implicit Embedded Options in Life Insurance Contracts: A Market Consistent Valuation Framework
Couverture rigide
ISBN 10 : 3790828424 ISBN 13 : 9783790828429
Editeur : Physica-Verlag GmbH & Co, 2012

Synopsis

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

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

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

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Physica-Verlag GmbH & Co
Date d'édition
2012
Langue
anglais
ISBN 10 
3790828424
ISBN 13 
9783790828429
Reliure
Relié
Nombre de pages
196
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