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Equity-Linked Life Insurance: Partial Hedging Methods Alexander Melnikov (University of Alberta, Edmonton, Canada) 9781482240269
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Equity-Linked Life Insurance: Partial Hedging Methods Alexander Melnikov (University of Alberta, Edmonton, Canada) 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.



About the Author
Alexander Melnikov is a Professor at the University of Alberta. Amir Nosrati completed his PhD in Mathematical Finance at the University of Alberta.


Book Information
ISBN 9781482240269
Author Alexander Melnikov
Format Hardback
Page Count 212
Imprint Chapman & Hall/CRC
Publisher Taylor & Francis Inc
Weight(grams) 430g

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