//]]>
Item type | Location | Call Number | Status | Date Due |
---|---|---|---|---|
E-Book | AUM Main Library | 657.836 (Browse Shelf) | Not for loan |
657.83500973 G952Governmental and nonprofit accounting : | 657.83500973 R946Governmental accounting made easy / | 657.836Insurance Economics | 657.836Implicit Embedded Options in Life Insurance Contracts | 657.836Competitive Dynamics in the Global Insurance Industry | 657.837 A172Accounting and finance for the international hospitality industry / |
Theoretical Considerations Regarding Embedded Options -- Asset Modelling Process -- Liability Modelling Process -- An Empirical Analysis Using the Entire Modelling Approach.
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
There are no comments for this item.