Download Implicit Embedded Options in Life Insurance Contracts Book

Implicit Embedded Options in Life Insurance Contracts PDF
By:Nils Rüfenacht
Published on 2012-05-04 by Springer Science & Business Media

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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

This Book was ranked at 4 by Google Books for keyword Life Insurance.

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Book which was published by Springer Science & Business Media since 2012-05-04 have ISBNs, ISBN 13 Code is 9783790828429 and ISBN 10 Code is 3790828424

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Book which have "170 Pages" is Printed at BOOK under CategoryBusiness and Economics

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