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Implicit Embedded Options in Life Insurance Contracts: A Market Consistent Valuation Framework - Contributions to Management Science 2012 edition
Nils Rufenacht
Implicit Embedded Options in Life Insurance Contracts: A Market Consistent Valuation Framework - Contributions to Management Science 2012 edition
Nils Rufenacht
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.
170 pages, biography
Media | Books Paperback Book (Book with soft cover and glued back) |
Released | May 9, 2014 |
ISBN13 | 9783790829433 |
Publishers | Springer-Verlag Berlin and Heidelberg Gm |
Pages | 170 |
Dimensions | 155 × 235 × 11 mm · 281 g |
Language | English |
See all of Nils Rufenacht ( e.g. Hardcover Book and Paperback Book )