Ditemukan 1 dokumen yang sesuai dengan query
Rufenacht, Nils
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[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 ...
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Heidelberg : [Springer, ], 2012
e20397006
eBooks Universitas Indonesia Library
