| 000 | 02349nam a22004575i 4500 | ||
|---|---|---|---|
| 001 | 978-3-7908-2843-6 | ||
| 003 | DE-He213 | ||
| 005 | 20140220083332.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 120402s2012 gw | s |||| 0|eng d | ||
| 020 |
_a9783790828436 _9978-3-7908-2843-6 |
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| 024 | 7 |
_a10.1007/978-3-7908-2843-6 _2doi |
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| 050 | 4 | _aHG8011-9999 | |
| 072 | 7 |
_aKFFN _2bicssc |
|
| 072 | 7 |
_aBUS033000 _2bisacsh |
|
| 082 | 0 | 4 |
_a657.836 _223 |
| 100 | 1 |
_aRüfenacht, Nils. _eauthor. |
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| 245 | 1 | 0 |
_aImplicit Embedded Options in Life Insurance Contracts _h[electronic resource] : _bA Market Consistent Valuation Framework / _cby Nils Rüfenacht. |
| 264 | 1 |
_aHeidelberg : _bPhysica-Verlag HD : _bImprint: Physica, _c2012. |
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| 300 |
_aXXV, 167p. 33 illus. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_atext file _bPDF _2rda |
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| 490 | 1 |
_aContributions to Management Science, _x1431-1941 |
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| 505 | 0 | _aTheoretical Considerations Regarding Embedded Options -- Asset Modelling Process -- Liability Modelling Process -- An Empirical Analysis Using the Entire Modelling Approach. | |
| 520 | _aThis 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 | ||
| 650 | 0 | _aEconomics. | |
| 650 | 0 | _aFinance. | |
| 650 | 1 | 4 | _aEconomics/Management Science. |
| 650 | 2 | 4 | _aInsurance. |
| 650 | 2 | 4 | _aQuantitative Finance. |
| 650 | 2 | 4 | _aFinance/Investment/Banking. |
| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
| 776 | 0 | 8 |
_iPrinted edition: _z9783790828429 |
| 830 | 0 |
_aContributions to Management Science, _x1431-1941 |
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| 856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-3-7908-2843-6 |
| 912 | _aZDB-2-SBE | ||
| 999 |
_c103959 _d103959 |
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