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Equity-Linked Life Insurance on Hardback by Alexander Melnikov
Equity-Linked Life Insurance on Hardback by Alexander Melnikov
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Equity-Linked Life Insurance

Partial Hedging Methods
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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.

Author Biography:

Alexander Melnikov is a Professor at the University of Alberta. Amir Nosrati completed his PhD in Mathematical Finance at the University of Alberta.
Release date Australia
August 30th, 2017
Audiences
  • Professional & Vocational
  • Tertiary Education (US: College)
Illustrations
12 Tables, black and white; 11 Line drawings, black and white; 11 Illustrations, black and white
Pages
212
ISBN-13
9781482240269
Product ID
26843805

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