Implicit Embedded Options in Life Insurance Contracts is popular PDF and ePub book, written by Nils Rüfenacht in 2012-04-07, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Implicit Embedded Options in Life Insurance Contracts can be Read Online from any device for your convenience.
Implicit Embedded Options in Life Insurance Contracts Book PDF Summary
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
Detail Book of Implicit Embedded Options in Life Insurance Contracts PDF
- Author : Nils Rüfenacht
- Release : 07 April 2012
- Publisher : Physica
- ISBN : 3790828440
- Genre : Business & Economics
- Total Page : 170 pages
- Language : English
- PDF File Size : 7,6 Mb
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