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Equity-Linked Life Insurance: Partial Hedging Methods

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Equity-Linked Life Insurance: Partial Hedging Methods - Melnikov, Alexander, and Nosrati, Amir
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This book focuses on the application of the partial hedging approach from modern math finance to equity-linked life insurance contracts. It provides an accessible, up-to-date introduction to quantifying financial and insurance risks. The book also explains how to price innovative financial and insurance products from partial hedging perspectives. Each chapter presents the problem, the mathematical formulation, theoretical results, derivation details, numerical illustrations, and references to further reading.

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Equity-Linked Life Insurance: Partial Hedging Methods 2020, Chapman & Hall/CRC

ISBN-13: 9780367657772

Paperback

Equity-Linked Life Insurance: Partial Hedging Methods 2017, Chapman & Hall/CRC

ISBN-13: 9781482240269

Hardcover