Overview
- Embedded options in life insurance contracts
- Extendable market consistent valuation framework
- Empirical analysis based on more than 110.000 in-force life insurance policies
- Contains numerous supportive illustrations
- Includes supplementary material: sn.pub/extras
Part of the book series: Contributions to Management Science (MANAGEMENT SC.)
Access this book
Tax calculation will be finalised at checkout
Other ways to access
Table of contents (6 chapters)
Keywords
About this book
Authors and Affiliations
About the author
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
Bibliographic Information
Book Title: Implicit Embedded Options in Life Insurance Contracts
Book Subtitle: A Market Consistent Valuation Framework
Authors: Nils Rüfenacht
Series Title: Contributions to Management Science
DOI: https://doi.org/10.1007/978-3-7908-2843-6
Publisher: Physica Heidelberg
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2012
Hardcover ISBN: 978-3-7908-2842-9Published: 04 May 2012
Softcover ISBN: 978-3-7908-2943-3Published: 09 May 2014
eBook ISBN: 978-3-7908-2843-6Published: 03 April 2012
Series ISSN: 1431-1941
Series E-ISSN: 2197-716X
Edition Number: 1
Number of Pages: XXVI, 170
Topics: Insurance, Quantitative Finance, Finance, general