Implicit Embedded Options in Life Insurance Contracts

A Market Consistent Valuation Framework

Business & Finance, Industries & Professions, Insurance, Nonfiction, Science & Nature, Mathematics, Applied
Cover of the book Implicit Embedded Options in Life Insurance Contracts by Nils Rüfenacht, Physica-Verlag HD
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Nils Rüfenacht ISBN: 9783790828436
Publisher: Physica-Verlag HD Publication: April 3, 2012
Imprint: Physica Language: English
Author: Nils Rüfenacht
ISBN: 9783790828436
Publisher: Physica-Verlag HD
Publication: April 3, 2012
Imprint: Physica
Language: English

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

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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

More books from Physica-Verlag HD

Cover of the book Financial Liberalization in Developing Countries by Nils Rüfenacht
Cover of the book Knowledge and Politics by Nils Rüfenacht
Cover of the book Resourcing Small and Medium Sized Enterprises by Nils Rüfenacht
Cover of the book Asymmetric Economic Integration by Nils Rüfenacht
Cover of the book Interactive Decision Aids in E-Commerce by Nils Rüfenacht
Cover of the book Korean Science and Technology in an International Perspective by Nils Rüfenacht
Cover of the book Competition for Public Transport Services by Nils Rüfenacht
Cover of the book Information Technology and Innovation Trends in Organizations by Nils Rüfenacht
Cover of the book Regional Cohesion by Nils Rüfenacht
Cover of the book Social Security and Solidarity in the European Union by Nils Rüfenacht
Cover of the book New Developments in the Theory of Networks by Nils Rüfenacht
Cover of the book Supply Chain and Logistics in National, International and Governmental Environment by Nils Rüfenacht
Cover of the book Designing an Efficient Management System by Nils Rüfenacht
Cover of the book Regional Advantage and Innovation by Nils Rüfenacht
Cover of the book Internal Control by Nils Rüfenacht
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy