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Equity-Linked Life Insurance: Partial Hedging Methods by Alexander Melnikov
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Equity-Linked Life Insurance: Partial Hedging Methods by Alexander Melnikov

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9781482240269
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Description

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.

Book Information
ISBN 9781482240269
Author Alexander Melnikov
Format Hardback
Page Count 202
Imprint Apple Academic Press Inc.
Publisher Apple Academic Press Inc.
Weight(grams) 431g

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