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Equity-Linked Life Insurance: Partial Hedging Methods
by CRC Press
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What's inside
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.
| Author | Alexander Melnikov, Amir Nosrati |
| ISBN-13 | 9781351644792 |
| Publisher | CRC Press |
| Publication Date | 09/07/2017 |
| Series | Chapman and Hall/CRC Financial Mathematics Series |
| Page Count | 212 pages |
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