Investment Guarantees / Wiley Finance Editions (PDF)
Modeling and Risk Management for Equity-Linked Life Insurance
(Sprache: Englisch)
A comprehensive guide to investment guarantees in equity-linked
life insurance
Due to the convergence of financial and insurance markets, new
forms of investment guarantees are emerging which require financial
service professionals to become savvier...
life insurance
Due to the convergence of financial and insurance markets, new
forms of investment guarantees are emerging which require financial
service professionals to become savvier...
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A comprehensive guide to investment guarantees in equity-linked
life insurance
Due to the convergence of financial and insurance markets, new
forms of investment guarantees are emerging which require financial
service professionals to become savvier in modeling and risk
management. With chapters that discuss stock return models, dynamic
hedging, risk measures, Markov Chain Monte Carlo estimation, and
much more, this one-stop reference contains the valuable insights
and proven techniques that will allow readers to better understand
the theory and practice of investment guarantees and equity-linked
insurance policies.
Mary Hardy, PhD (Waterloo, Ontario, Canada), is an Associate
Professor and Associate Chair of Actuarial Science at the
University of Waterloo and is a Fellow of the Institute of
Actuaries and an Associate of the Society of Actuaries, where she
is a frequent speaker. Her research covers topics in life insurance
solvency and risk management, with particular emphasis on
equity-linked insurance. Hardy is an Associate Editor of the North
American Actuarial Journal and the ASTIN Bulletin and is a Deputy
Editor of the British Actuarial Journal.
life insurance
Due to the convergence of financial and insurance markets, new
forms of investment guarantees are emerging which require financial
service professionals to become savvier in modeling and risk
management. With chapters that discuss stock return models, dynamic
hedging, risk measures, Markov Chain Monte Carlo estimation, and
much more, this one-stop reference contains the valuable insights
and proven techniques that will allow readers to better understand
the theory and practice of investment guarantees and equity-linked
insurance policies.
Mary Hardy, PhD (Waterloo, Ontario, Canada), is an Associate
Professor and Associate Chair of Actuarial Science at the
University of Waterloo and is a Fellow of the Institute of
Actuaries and an Associate of the Society of Actuaries, where she
is a frequent speaker. Her research covers topics in life insurance
solvency and risk management, with particular emphasis on
equity-linked insurance. Hardy is an Associate Editor of the North
American Actuarial Journal and the ASTIN Bulletin and is a Deputy
Editor of the British Actuarial Journal.
Inhaltsverzeichnis zu „Investment Guarantees / Wiley Finance Editions (PDF)“
Introduction. Investment Guarantees. Modeling Long-Term Stock Return. Maximum Likelihood Estimation for Stock Return Models. The Left-Tail Calibration Method. Markov Chain Monte Carlo (MCMC) Estimation. Modeling the Guarantee Liability. A Review of Option Pricing Theory. Dynamic Hedging for Separate Account Guarantees. Risk Measures. Emerging Cost Analysis. Forecast Uncertainty. Guaranteed Annuity Options. Equity-Indexed Annuities. Appendix A: Mortality and Survival Probabilities. Appendix B: The GMAB Option Price. Appendix C: Actuarial Notation. Appendix D: References. Index.
Autoren-Porträt von Mary Hardy
MARY HARDY is an Associate Professor and Associate Chair of Actuarial Science at the University of Waterloo, a Fellow of the Institute of Actuaries, and an Associate of the Society of Actuaries.
Bibliographische Angaben
- Autor: Mary Hardy
- 2003, 1. Auflage, 304 Seiten, Englisch
- Verlag: John Wiley & Sons
- ISBN-10: 0471460125
- ISBN-13: 9780471460121
- Erscheinungsdatum: 07.04.2003
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