Rüfenacht, Nils
Implicit Embedded Options in Life Insurance Contracts
1. Introduction
Nils Rüfenacht
2. Theoretical Considerations Regarding Embedded Options
Nils Rüfenacht
3. Asset Modelling Process
Nils Rüfenacht
4. Liability Modelling Process
Nils Rüfenacht
5. An Empirical Analysis Using the Entire Modelling Approach
Nils Rüfenacht
6. Conclusion
Nils Rüfenacht
Keywords: Economics/Management Science, Insurance, Quantitative Finance, Finance/Investment/Banking
- Author(s)
- Rüfenacht, Nils
- Publisher
- Springer
- Publication year
- 2012
- Language
- en
- Edition
- 2012
- Series
- Contributions to Management Science
- Page amount
- 25 pages
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9783790828436