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Equity-Linked Life Insurance: Partial Hedging Methods by Alexander Melnikov

Equity-Linked Life Insurance: Partial Hedging Methods

by Alexander Melnikov
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Book cover type: Hardcover
  • ISBN13: 9781482240269
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Taylor & Francis
  • Publisher Imprint: CRC Press
  • Publication Date:
  • Pages: 216
  • Original Price: GBP 120.0
  • Language: English
  • Edition: N/A
  • Item Weight: 462 grams
  • BISAC Subject(s): Finance / General, Probability & Statistics / General, and Insurance / Life

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.

Alexander Melnikov is a Professor at the University of Alberta.

Amir Nosrati completed his PhD in Mathematical Finance at the University of Alberta.

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