Implicit Embedded Options in Life Insurance Contracts :
General Material Designation
[Book]
Other Title Information
a Market Consistent Valuation Framework
First Statement of Responsibility
by Nils Rüfenacht.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Heidelberg
Name of Publisher, Distributor, etc.
Physica-Verlag HD : Imprint : Physica
Date of Publication, Distribution, etc.
2012
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
(XXV, 167 p. 33 illustrations)
SERIES
Series Title
Contributions to Management Science
CONTENTS NOTE
Text of Note
Theoretical Considerations Regarding Embedded Options --; Asset Modelling Process --; Liability Modelling Process --; An Empirical Analysis Using the Entire Modelling Approach.