Equity-Linked Life Insurance: Partial Hedging Methods

Alexander Melnikov (University of Alberta, Edmonton, Canada),Amir Nosrati (University of Alberta, Edmonton, Canada)

Equity-Linked Life Insurance: Partial Hedging Methods
Format
Paperback
Publisher
Taylor & Francis Ltd
Country
United Kingdom
Published
30 September 2020
Pages
202
ISBN
9780367657772

Equity-Linked Life Insurance: Partial Hedging Methods

Alexander Melnikov (University of Alberta, Edmonton, Canada),Amir Nosrati (University of Alberta, Edmonton, Canada)

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.

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