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Implicit embedded options in life insurance contracts : a market consistent valuation framework
Record Type:
Language materials, printed : monographic
Title Information:
a market consistent valuation framework
Author:
RüfenachtNils,
Place of Publication:
Berlin
Published:
Physica-Verlag;
Year of Publication:
c2012
Description:
167 p.ill. : 25 cm.;
Series:
Contributions to management science
Subject:
Life insurance - Valuation. -
ISBN:
978-3-7908-2842-9 bound
Implicit embedded options in life insurance contracts : a market consistent valuation framework
Rüfenacht, Nils
Implicit embedded options in life insurance contracts
: a market consistent valuation framework / Nils Rüfenacht - Berlin : Physica-Verlag, c2012. - 167 p. ; ill. ; 25 cm.. - (Contributions to management science).
Includes bibliographical references (p. 161-163) and index. .
ISBN 978-3-7908-2842-9
Life insurance - Valuation.
Implicit embedded options in life insurance contracts : a market consistent valuation framework
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a market consistent valuation framework
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Includes bibliographical references (p. 161-163) and index.
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