An Introduction to Computational Risk Management of Equity-Linked Insurance
The book will be devoted to quantitative models and computational techniques for risk management of equity-linked insurance. Although there have been research papers on the valuation of a great variety of investment guarantee products, they were primarily based on financial option pricing theory from the policyholders¿ perspective. This book is aimed at addressing the risk management issues from the insurer and regulator¿s viewpoints.
juin 2018, env. 382 pages, Chapman and Hall/CRC Financial Mathematics Series, Anglais
Taylor and Francis
978-1-4987-4216-0
Taylor and Francis
978-1-4987-4216-0

