Titlebook: Implicit Embedded Options in Life Insurance Contracts; A Market Consistent Nils Rüfenacht Book 2012 Springer-Verlag Berlin Heidelberg 2012

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An Empirical Analysis Using the Entire Modelling Approach,sented in the previous chapter. The structure of this analysis is supposed to be as follows: First of all, I will carry out the so called . assuming consequently realistic or, to my mind, the most appropriate parameter specifications. By doing this we will get a first impression of the market consis

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Asset Modelling Process,ear balance sheet approach as presented in Grosen and Jørgensen (2000). For the purpose of this thesis some extensions are in order. Let the following table denote the model’s underlying balance sheet.

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978-3-7908-2943-3Springer-Verlag Berlin Heidelberg 2012

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https://doi.org/10.1007/978-3-7908-2843-6Embedded Options in Life Insurances; Market Consistent Valuation; Stochastic Asset-Modulation; insuranc

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Nils RüfenachtEmbedded 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

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nparticular,thoseconnectedtothemoreintrod- tory chapters, were solved by Swantje Horst and Joachim Kalden. They made valuable suggestions for improved formulation of the problems and pointed out a number of hints we should give our readers in order to help them with the solutions. Furthermore, we wi

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Nils Rüfenachtnparticular,thoseconnectedtothemoreintrod- tory chapters, were solved by Swantje Horst and Joachim Kalden. They made valuable suggestions for improved formulation of the problems and pointed out a number of hints we should give our readers in order to help them with the solutions. Furthermore, we wi