An Introduction to Computational Risk Management of Equity-Linked Insurance

ISBN-13: 9781498742160 / Angielski / Twarda / 2018 / 382 str.

Runhuan Feng

Opis

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.