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Implicit Embedded Options in Life Insurance Contracts

  • Kartonierter Einband
  • 170 Seiten
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This book presents a market-consistent valuation framework for implicit embedded options in life insurance contracts. This framewo... Weiterlesen
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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

Embedded options in life insurance contracts

Extendable market consistent valuation framework

Empirical analysis based on more than 110.000 in-force life insurance policies

Contains numerous supportive illustrations



Inhalt
Theoretical Considerations Regarding Embedded Options.- Asset Modelling Process.- Liability Modelling Process.- An Empirical Analysis Using the Entire Modelling Approach.

Produktinformationen

Titel: Implicit Embedded Options in Life Insurance Contracts
Untertitel: A Market Consistent Valuation Framework
Autor:
EAN: 9783790829433
ISBN: 978-3-7908-2943-3
Format: Kartonierter Einband
Herausgeber: Physica-Verlag
Genre: Wirtschaft
Anzahl Seiten: 170
Gewicht: 308g
Größe: H10mm x B234mm x T154mm
Jahr: 2014
Auflage: 2012

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