skip to content
Equity-linked life insurance : partial hedging methods Preview this item
ClosePreview this item
Checking...

Equity-linked life insurance : partial hedging methods

Author: A V Melʹnikov; Amir Nosrati
Publisher: Boca Raton : CRC Press, [2018]
Series: Chapman and Hall/CRC financial mathematics series
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
"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,  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Electronic books
Additional Physical Format: Print version:
Melʹnikov, A. V., 1953-
Equity-linked life insurance.
Boca Raton : CRC Press, [2018]
(DLC) 2017021746
(OCoLC)995805840
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: A V Melʹnikov; Amir Nosrati
ISBN: 9781315118505 1315118505 9781482240276 1482240270
OCLC Number: 1003288308
Description: 1 online resource.
Contents: Chapter 1 Basic notions and facts from stochastic analysis, mathematical finance and insurance / Alexander Melnikov Amir Nosrati --
chapter 2 Quantile hedging of equity-linked life insurance contracts in the BIack --
Scholes model / Alexander Melnikov Amir Nosrati --
chapter 3 Valuation of equity-linked life insurance contracts via efficient hedging in the BIack-Scholes model / Alexander Melnikov Amir Nosrati --
chapter 4 Quantile hedging and risk management of contracts for diffusion and jump-diffusion models / Alexander Melnikov Amir Nosrati --
chapter 5 CVaR-Hedging: Theory and applications / Alexander Melnikov Amir Nosrati --
chapter 6 Defaultable securities and equity-linked life insurance contracts / Alexander Melnikov Amir Nosrati --
chapter 7 Equity-linked life insurance contracts and Bermudan options / Alexander Melnikov Amir Nosrati --
chapter Bibliographic Remarks / Alexander Melnikov Amir Nosrati.
Series Title: Chapman and Hall/CRC financial mathematics series
Responsibility: Alexander Melnikov and Amir Nosrati.

Abstract:

"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."--Provided by publisher.

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/1003288308> # Equity-linked life insurance : partial hedging methods
    a schema:CreativeWork, schema:Book, schema:MediaObject ;
    library:oclcnum "1003288308" ;
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/flu> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/4437140262#Topic/life_insurance_finance_mathematical_models> ; # Life insurance--Finance--Mathematical models
    schema:about <http://experiment.worldcat.org/entity/work/data/4437140262#Topic/life_insurance_stocks_mathematical_models> ; # Life insurance stocks--Mathematical models
    schema:about <http://experiment.worldcat.org/entity/work/data/4437140262#Topic/business_&_economics_insurance_risk_assessment_&_management> ; # BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management
    schema:about <http://dewey.info/class/368.32012/e23/> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/4437140262#Topic/hedging_finance_mathematical_models> ; # Hedging (Finance)--Mathematical models
    schema:author <http://experiment.worldcat.org/entity/work/data/4437140262#Person/melnikov_a_v_1953> ; # A. V. Melʹnikov
    schema:author <http://experiment.worldcat.org/entity/work/data/4437140262#Person/nosrati_amir> ; # Amir Nosrati
    schema:bookFormat schema:EBook ;
    schema:datePublished "2018" ;
    schema: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."--Provided by publisher."@en ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/4437140262> ;
    schema:genre "Electronic books"@en ;
    schema:inLanguage "en" ;
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/4437140262#Series/chapman_and_hall_crc_financial_mathematics_series> ; # Chapman and Hall/CRC financial mathematics series
    schema:isSimilarTo <http://www.worldcat.org/oclc/995805840> ;
    schema:name "Equity-linked life insurance : partial hedging methods"@en ;
    schema:productID "1003288308" ;
    schema:url <http://VH7QX3XE2P.search.serialssolutions.com/?V=1.0&L=VH7QX3XE2P&S=JCs&C=TC0001854262&T=marc&tab=BOOKS> ;
    schema:url <http://lib.myilibrary.com?id=1034311> ;
    schema:url <https://www.taylorfrancis.com/books/9781315118505> ;
    schema:url <http://marc.crcnetbase.com/isbn/9781482240276> ;
    schema:url <http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=1590440> ;
    schema:url <http://ezaccess.libraries.psu.edu/login?url=https://www.taylorfrancis.com/books/9781482240276> ;
    schema:url <https://0-www-taylorfrancis-com.pugwash.lib.warwick.ac.uk/books/9781482240276> ;
    schema:url <http://ezaccess.libraries.psu.edu/login?url=https://www.taylorfrancis.com/books/9781315118505> ;
    schema:workExample <http://worldcat.org/isbn/9781315118505> ;
    schema:workExample <http://worldcat.org/isbn/9781482240276> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/1003288308> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/4437140262#Person/melnikov_a_v_1953> # A. V. Melʹnikov
    a schema:Person ;
    schema:birthDate "1953" ;
    schema:familyName "Melʹnikov" ;
    schema:givenName "A. V." ;
    schema:name "A. V. Melʹnikov" ;
    .

<http://experiment.worldcat.org/entity/work/data/4437140262#Person/nosrati_amir> # Amir Nosrati
    a schema:Person ;
    schema:familyName "Nosrati" ;
    schema:givenName "Amir" ;
    schema:name "Amir Nosrati" ;
    .

<http://experiment.worldcat.org/entity/work/data/4437140262#Series/chapman_and_hall_crc_financial_mathematics_series> # Chapman and Hall/CRC financial mathematics series
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/1003288308> ; # Equity-linked life insurance : partial hedging methods
    schema:name "Chapman and Hall/CRC financial mathematics series" ;
    .

<http://experiment.worldcat.org/entity/work/data/4437140262#Topic/business_&_economics_insurance_risk_assessment_&_management> # BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management
    a schema:Intangible ;
    schema:name "BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/4437140262#Topic/hedging_finance_mathematical_models> # Hedging (Finance)--Mathematical models
    a schema:Intangible ;
    schema:name "Hedging (Finance)--Mathematical models"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/4437140262#Topic/life_insurance_finance_mathematical_models> # Life insurance--Finance--Mathematical models
    a schema:Intangible ;
    schema:name "Life insurance--Finance--Mathematical models"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/4437140262#Topic/life_insurance_stocks_mathematical_models> # Life insurance stocks--Mathematical models
    a schema:Intangible ;
    schema:name "Life insurance stocks--Mathematical models"@en ;
    .

<http://lib.myilibrary.com?id=1034311>
    rdfs:comment "Connect to MyiLibrary resource." ;
    .

<http://worldcat.org/isbn/9781315118505>
    a schema:ProductModel ;
    schema:isbn "1315118505" ;
    schema:isbn "9781315118505" ;
    .

<http://worldcat.org/isbn/9781482240276>
    a schema:ProductModel ;
    schema:isbn "1482240270" ;
    schema:isbn "9781482240276" ;
    .

<http://www.worldcat.org/oclc/995805840>
    a schema:CreativeWork ;
    rdfs:label "Equity-linked life insurance." ;
    schema:description "Print version:" ;
    schema:isSimilarTo <http://www.worldcat.org/oclc/1003288308> ; # Equity-linked life insurance : partial hedging methods
    .

<https://0-www-taylorfrancis-com.pugwash.lib.warwick.ac.uk/books/9781482240276>
    rdfs:comment "Connect to Taylor and Francis e-book" ;
    .

<https://www.taylorfrancis.com/books/9781315118505>
    rdfs:comment "Click here to view." ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.