||From the Back Cover|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 polic
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 answer...
[PDF.qu46] Implicit Embedded Options in Life Insurance Contracts: A Market Consistent Valuation Framework (Contributions to Management Science) Rating: 3.90 (523 Votes)
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You can specify the type of files you want, for your device.Implicit Embedded Options in Life Insurance Contracts: A Market Consistent Valuation Framework (Contributions to Management Science) | Nils Rüfenacht. I was recommended this book by a dear friend of mine.
