Implicit Embedded Options in Life Insurance Contracts A Market Consistent Valuation Framework

Implicit Embedded Options in Life Insurance Contracts A Market Consistent Valuation Framework / by Nils Rüfenacht.

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...

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Bibliographic Details
Main Author: Rüfenacht, Nils (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Heidelberg : Physica-Verlag HD : Imprint: Physica, 2012.
Edition:1st ed. 2012.
Series:Contributions to Management Science,
Springer eBook Collection.
Subjects:
Insurance.
Economics, Mathematical .
Finance.
Electronic resources (E-books)
Online Access:Click to view e-book
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Call Number: E-Book
Status: Available

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