Implicit Embedded Options in Life Insurance Contracts A Market Consistent Valuation Framework
Başlık:
Implicit Embedded Options in Life Insurance Contracts A Market Consistent Valuation Framework
Yazar:
Rüfenacht, Nils.
ISBN:
9783790828436
Yazar Ek Girişi:
Yayın Bilgileri:
Heidelberg : Physica-Verlag HD : Imprint: Physica, 2012.
Fiziksel Tanımlama:
XXV, 167p. 33 illus. digital.
Seri:
Contributions to Management Science,
İçerik:
Theoretical Considerations Regarding Embedded Options -- Asset Modelling Process -- Liability Modelling Process -- An Empirical Analysis Using the Entire Modelling Approach.
Özet:
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: <br>What value do the embedded options and guarantees considered have?<br>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
Tüzel Kişi Ek Girişi:
Elektronik Erişim:
http://dx.doi.org/10.1007/978-3-7908-2843-6Mevcut:*
Yer Numarası | Demirbaş Numarası | Shelf Location | Lokasyon / Statüsü / İade Tarihi |
---|---|---|---|
HG8011 -9999 | 137996-1001 | E-Kütüphane | Arıyor... |
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