| 书目名称 | Implicit Embedded Options in Life Insurance Contracts |
| 副标题 | A Market Consistent |
| 编辑 | Nils Rüfenacht |
| 视频video | |
| 概述 | 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 supportiv |
| 丛书名称 | Contributions to Management Science |
| 图书封面 |  |
| 描述 | 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 |
| 出版日期 | Book 2012 |
| 关键词 | Embedded Options in Life Insurances; Market Consistent Valuation; Stochastic Asset-Modulation; insuranc |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-7908-2843-6 |
| isbn_softcover | 978-3-7908-2943-3 |
| isbn_ebook | 978-3-7908-2843-6Series ISSN 1431-1941 Series E-ISSN 2197-716X |
| issn_series | 1431-1941 |
| copyright | Springer-Verlag Berlin Heidelberg 2012 |
发表于 2025-3-21 17:42:42
