Equity-Linked Life Insurance: Partial Hedging Methods

1st Edition

Alexander Melnikov, Amir Nosrati

Chapman and Hall/CRC
Published August 30, 2017
Reference - 202 Pages - 11 B/W Illustrations
ISBN 9781482240269 - CAT# K23314
Series: Chapman and Hall/CRC Financial Mathematics Series

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Summary

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.

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