-
Implicit embedded options in life insurance contracts [Elektronski vir] : a market consistent valuation frameworkRüfenacht, NilsAnnotation. 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 relative to the current policy reserves, from the perspective of the insurer, the policyholder and the shareholder respectively.Type of material - dissertationPublication and manufacture - Heidelberg ; New York : Physica-Verlag, ©2012Language - englishISBN - 978-3-7908-2843-6; 3-7908-2843-2COBISS.SI-ID - 1545000927
Link(s):
SpringerLink e-books 2008-2012Celotno besedilo dostopno za uporabnike SpringerLink slovenskega konzorcija neprofitnih institucij
Full text accessible to the users of SpringerLink Slovenian Consortium of Non-Profit Institutions
DOI
Author
Rüfenacht, Nils
Collection
Contributions to management science
Topics
Life insurance |
Valuation |
Economics |
Finance |
Insurance |
Life insurance |
Valuation |
Social Science |
Business |
BUSINESS & ECONOMICS |
Insurance |
Life |
Science économique |
Affaires |
Life insurance |
Valuation |
Electronic books |
Electronic books
![loading ... loading ...](themes/default/img/ajax-loading.gif)
Shelf entry
Permalink
- URL:
Impact factor
Access to the JCR database is permitted only to users from Slovenia. Your current IP address is not on the list of IP addresses with access permission, and authentication with the relevant AAI accout is required.
Year | Impact factor | Edition | Category | Classification | ||||
---|---|---|---|---|---|---|---|---|
JCR | SNIP | JCR | SNIP | JCR | SNIP | JCR | SNIP |
Select the library membership card:
DRS, in which the journal is indexed
Database name | Field | Year |
---|
Links to authors' personal bibliographies | Links to information on researchers in the SICRIS system |
---|
Select pickup location:
Material pickup by post
Notification
Subject headings in COBISS General List of Subject Headings
Select pickup location
Pickup location | Material status | Reservation |
---|
Please wait a moment.