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Implicit Embedded Options in Life Insurance Contracts

von Nils Rüfenacht
Softcover - 9783790829433
106,99 €
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Hardcover - 9783790828429
106,99 €

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Weitere Formate

Hardcover - 9783790828429
106,99 €

Beschreibung

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

A Market Consistent Valuation Framework

A Market Consistent Valuation Framework

Details

Verlag Physica
Ersterscheinung 09. Mai 2014
Maße 23.5 cm x 15.5 cm
Gewicht 306 Gramm
Format Softcover
ISBN-13 9783790829433
Auflage 2012
Seiten 170