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Implicit Embedded Options in Life Insurance Contracts - A Market Consistent Valuation Framework (Paperback, 2012 ed.) Loot Price: R3,020

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Repayment Terms: R283 pm x 12*

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Implicit Embedded Options in Life Insurance Contracts - A Market Consistent Valuation Framework (Paperback, 2012 ed.): Nils...

Implicit Embedded Options in Life Insurance Contracts - A Market Consistent Valuation Framework (Paperback, 2012 ed.)

Nils Rufenacht

Series: Contributions to Management Science

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Loot Price R3,020 Discovery Miles 30 200 | Repayment Terms: R283 pm x 12*

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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

General

Imprint:	Physica-Verlag
Country of origin:	Germany
Series:	Contributions to Management Science
Release date:	May 2014
First published:	2012
Authors:	Nils Rufenacht
Dimensions:	235 x 155 x 11mm (L x W x T)
Format:	Paperback
Pages:	170
Edition:	2012 ed.
ISBN-13:	978-3-7908-2943-3
Categories:	Books > Business & Economics > Finance & accounting > Finance > Insurance > General Books > Money & Finance > Insurance > General Promotions
LSN:	3-7908-2943-9
Barcode:	9783790829433