Buch, Englisch, 137 Seiten, Paperback, Format (B × H): 160 mm x 240 mm, Gewicht: 243 g
A Special Issue of the Geneva Papers on Risk and Insurance Theory
Buch, Englisch, 137 Seiten, Paperback, Format (B × H): 160 mm x 240 mm, Gewicht: 243 g
ISBN: 978-94-010-7314-1
Verlag: Springer Netherlands
The book represents an overview of the present state of the art in theoretical research dealing with financial issues of significance for insurance science. It will hopefully provide an impetus to further developments in applied insurance research.
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
Introductory Note.- The Term Structure of Interest Rates: Alternative Approaches and Their Implications for the Valuation of Contingent Claims.- Some Remarks on Modeling the Term Structure of Interest Rates.- Exotic Unit-Linked Life Insurance Contracts.- Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts.- Optimal Dynamic Hedging in Incomplete Futures Markets.- Fairly Priced Deposit Insurance, Incentive Compatible Regulations, and Bank Asset Choices.