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Hardcover Investment Guarantees: Modeling and Risk Management for Equity-Linked Life Insurance Book

ISBN: 0471392901

ISBN13: 9780471392903

Investment Guarantees: Modeling and Risk Management for Equity-Linked Life Insurance

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Format: Hardcover

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Book Overview

A comprehensive guide to investment guarantees in equity-linked life insurance
Due to the convergence of financial and insurance markets, new forms of investment guarantees are emerging which require financial service professionals to become savvier in modeling and risk management. With chapters that discuss stock return models, dynamic hedging, risk measures, Markov Chain Monte Carlo estimation, and much more, this one-stop reference contains...

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