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Investment guaranteesmodeling and ri...

Hardy, Mary,1958-

Investment guaranteesmodeling and risk management for equity-linked life insurance /

紀錄類型:	書目-電子資源 : 單行本
正題名/作者:	Investment guarantees/ Mary Hardy.
其他題名:	modeling and risk management for equity-linked life insurance /
作者:	Hardy, Mary,
出版者:	Hoboken, N.J. :John Wiley & Sons,�003.
面頁冊數:	1 online resource (xv, 286 pages) :illustrations.
標題:	Life insurance - Mathematical models. -
電子資源:	Click here for online access to this book (查閱全文) (EBSCO eBook)
ISBN:	0471460125
ISBN:	9780471460121

Investment guaranteesmodeling and risk management for equity-linked life insurance /
Hardy, Mary,1958-

Investment guaranteesmodeling and risk management for equity-linked life insurance /[electronic resource] :Mary Hardy. - Hoboken, N.J. :John Wiley & Sons,�003. - 1 online resource (xv, 286 pages) :illustrations. - Wiley finance series. - Wiley finance series..

Includes bibliographical references (pages 275-279) and index.

Investment Guarantees; Acknowledgments; Contents; Introduction; CHAPTER 1 Investment Guarantees; CHAPTER 2 Modeling Long-Term Stock Returns; CHAPTER 3 Maximum Likelihood Estimation for Stock Return Models; CHAPTER 4 The Left-Tail Calibration Method; CHAPTER 5 Markov Chain Monte Carlo (MCMC) Estimation; CHAPTER 6 Modeling the Guarantee Liability; CHAPTER 7 A Review of Option Pricing Theory; CHAPTER 8 Dynamic Hedging for Separate Account Guarantees; CHAPTER 9 Risk Measures; CHAPTER 10 Emerging Cost Analysis; CHAPTER 11 Forecast Uncertainty; CHAPTER 12 Guaranteed Annuity Options.

Due to the convergence of financial and insurance markets, new forms of investment guarantees are emerging which require financial service professionals to become savvier in modeling and risk management. With chapters that discuss stock return models, dynamic hedging, risk measures, Markov Chain Monte Carlo estimation, and much more, this one-stop reference contains the valuable insights and proven techniques that will allow readers to better understand the theory and practice of investment guarantees and equity-linked insurance policies.

ISBN: 0471460125

OverDrive, Inc.http://www.overdrive.comSubjects--Topical Terms:

1000071007
Life insurance
--Mathematical models.Index Terms--Genre/Form:

172687
Electronic books.

LC Class. No.: HG8781 / .H313 2003eb

Dewey Class. No.: 368.32/0068/1

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