Implicit Embedded Options in Life Insurance Contracts
Kurzinformation
inkl. MwSt. Versandinformationen
Artikel zZt. nicht lieferbar
Artikel zZt. nicht lieferbar

Beschreibung
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 von Rüfenacht, Nils
Produktdetails
So garantieren wir Dir zu jeder Zeit Premiumqualität.
Über den Autor
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
- paperback
- 366 Seiten
- Erschienen 1998
- Wiley-Blackwell
- Kartoniert
- 162 Seiten
- Erschienen 2018
- Verlag Versicherungswirtschaft
- paperback -
- Erschienen 1995
- Falken
- Kartoniert
- 278 Seiten
- Erschienen 2000
- Peter Lang
- Gebunden
- 399 Seiten
- Erschienen 2011
- Börsenmedien AG




