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Alexander Melnikov | Amir Nosrati

Equity-Linked Life Insurance

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€122.99
A01=Alexander Melnikov
A01=Amir Nosrati
Age Group_Uncategorized
Age Group_Uncategorized
Amir Nosrati
Author_Alexander Melnikov
Author_Amir Nosrati
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B01=Adam Carter
B01=Andreas Mokros
B01=Eric Beauregard
B01=Jean Proulx
B01=Jonathan James
B01=Rajan Darjee
Bermudan Option
BlackScholes Model
Category1=Non-Fiction
Category=KCH
Category=KCHS
Category=KF
Category=KFFN
Category=PBT
Category=PBW
COP=United States
CVaR Minimization
Delivery_Delivery within 10-20 working days
Efficient Hedging
eq_business-finance-law
eq_isMigrated=2
eq_non-fiction
GMDB
hedge
Hedging Problem
Imperfect Hedging
Ito Formula
Language_English
Levy Process
Local Martingale
Martingale Measure
Max Min Problem
Minimal Hedge
Optimal CVaR
Optimal Trading Strategy
PA=Available
perfect
Perfect Hedge
Plain Vanilla Call Option
Power Loss Function
Price_€100 and above
PS=Active
Quadratic Hedging
Quantile Hedging
softlaunch
Stochastic Basis
Stochastic Exponentials
Stochastic Integral
Unique Equivalent Martingale Measure
Wiener Process

Product details

  • ISBN 9781482240269
  • Weight: 430g
  • Dimensions: 156 x 234mm
  • Publication Date: 30 Aug 2017
  • Publisher: Taylor & Francis Inc
  • Publication City/Country: US
  • Product Form: Hardback
  • Language: English
Delivery/Collection within 10-20 working days

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Description

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.
About Alexander Melnikov | Amir Nosrati
Alexander Melnikov is a Professor at the University of Alberta. Amir Nosrati completed his PhD in Mathematical Finance at the University of Alberta.