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

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Rüfenacht, Nils

 
9783790829433: Implicit Embedded Options in Life Insurance Contracts: A Market Consistent Valuation Framework

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

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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.

Autres éditions populaires du même titre

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

Edition présentée

ISBN 10 :  3790828424 ISBN 13 :  9783790828429
Editeur : Physica-Verlag GmbH & Co, 2012
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