Implicit Embedded Options in Life Insurance Contracts Image close
Implicit Embedded Options in Life Insurance Contracts on Hardback by Nils Rufenacht
Implicit Embedded Options in Life Insurance Contracts on Hardback by Nils Rufenacht
Show Hide Adult Content
Implicit Embedded Options in Life Insurance Contracts close

Business & Economics Books:

Home  
Books  
Business & Economics

Implicit Embedded Options in Life Insurance Contracts

A Market Consistent Valuation Framework
Click to share your rating 0 ratings (0.0/5.0 average) Thanks for your vote!

By:

Format:

Hardback
$265.99
RRP:
$280.95 save $14.96
Available from supplier

The item is brand new and in-stock with one of our preferred suppliers. The item will ship from a Mighty Ape warehouse within the timeframe shown.

Usually ships in 3-4 weeks
0 in Trolley

Buy Now, Pay Later with:

4 payments of $66.50 with Afterpay Learn more

Availability

Delivering to:

Estimated arrival:

  • Around 13-25 June using International Courier

Explore more Contributions to Management Science

See all products in this series

Corporate Sustainability as a Challenge for Comprehensive Management Save $104
$266.99
$371.95
Corporate Sustainability as a Challenge for Comprehensive Management
Paperback / softback
Available - Usually ships in 3-4 weeks
Innovations for Healthcare and Wellbeing on Hardback
$428.99
Innovations for Healthcare and Wellbeing
Hardback
Pre-order - out 24 May 2024
Understanding and Managing Socioeconomic Systems Behaviour on Hardback by Rossen Kazakov
$288.99
Understanding and Managing Socioeconomic Systems Behaviour
by Rossen Kazakov ~ Hardback
Pre-order - out 31 May 2024
Artificial Intelligence and Business Transformation on Hardback
$431.99
Artificial Intelligence and Business Transformation
Hardback
Pre-order - out 5 Sep 2024
Digital Entrepreneurship on Hardback
$475.99
Digital Entrepreneurship
Hardback
Pre-order - out 29 Jun 2024
Cooperatives in an Uncertain World on Hardback
$148.99
Cooperatives in an Uncertain World
Hardback
Pre-order - out 17 Jun 2024
Decision Making in Interdisciplinary Renewable Energy Projects on Hardback
$428.99
Decision Making in Interdisciplinary Renewable Energy Projects
Hardback
Pre-order - out 28 May 2024
Mapping Digital Skills in Cultural and Creative Industries in Italy on Hardback by Massimiliano Nuccio
$243.99
Mapping Digital Skills in Cultural and Creative Industries in Italy
by Massimiliano Nuccio ~ Hardback
Available - Usually ships in 3-4 weeks
Strategic Entrepreneurship
$475.99
Strategic Entrepreneurship
Paperback / softback
Available - Usually ships in 3-4 weeks
Network Governance Save $28
$265.99
$294.95
Network Governance
Paperback / softback
Available - Usually ships in 3-4 weeks
Enterprise Resource Planning and Business Intelligence Systems for Information Quality on Hardback by Carlo Caserio
$136.99
Enterprise Resource Planning and Business Intelligence Systems for...
by Carlo Caserio ~ Hardback
Available - Usually ships in 3-4 weeks
Leading in a VUCA World on Hardback
$148.99
Leading in a VUCA World
Hardback
Available - Usually ships in 3-4 weeks
Financial Innovation and Engineering in Islamic Finance on Hardback by Samir Alamad
$336.99
Financial Innovation and Engineering in Islamic Finance
by Samir Alamad ~ Hardback
Available - Usually ships in 3-4 weeks
Strategy Deployment in Business Units by Maik Schlickel
$263.99
Strategy Deployment in Business Units
by Maik Schlickel ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Dynamic Capabilities and Relationships
$405.99
Dynamic Capabilities and Relationships
Paperback / softback
Available - Usually ships in 3-4 weeks
Transfer Pricing in SMEs on Hardback by Veronika Solilova
$312.99
Transfer Pricing in SMEs
by Veronika Solilova ~ Hardback
Available - Usually ships in 3-4 weeks

Description

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

Author Biography:

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
Release date Australia
April 3rd, 2012
Audience
  • Professional & Vocational
Illustrations
XXVI, 170 p.
Pages
170
Dimensions
156x234x12
ISBN-13
9783790828429
Product ID
19459945

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Explore more by Nils Rufenacht

See all books by this author

Implicit Embedded Options in Life Insurance Contracts by Nils Rufenacht Save $47
$263.99
$311.95
Implicit Embedded Options in Life Insurance Contracts
by Nils Rufenacht ~ Paperback / softback
Available - Usually ships in 3-4 weeks

Recommended for you

Recommended from your browsing history

Help & options

Filed under...

Books >
Business & Economics
Books >
Business & Economics >
Finance & Accounting >
Finance
Books >
Business & Economics >
Industry Studies >
Service industries >
Financial services industry
Books >
Non-Fiction >
Maths & Science >
Mathematics >
Applied mathematics