Investment guarantees
Subtitle: modeling and risk management for equity-linked life insurance
By: Mary Hardy.
Series: Wiley finance series
Publisher: John Wiley & Sons
Published: 2003
Place of publication: Hoboken, NJ
Language: eng
Number of pages: 288
Subjects: Life insurance -- Mathematical models.; Risk management -- Mathematical models.
Description: "Investment Guarantees: Modeling and Risk Management for Equity-Linked Life Insurance is a comprehensive guide that combines the econometric analysis of these investment models with their applications in pricing and risk management.".

"Designed with all equity-linked life insurance practitioners in mind, you'll find both approaches to risk management of equity-linked insurance - the "actuarial" approach and the dynamic hedging approach - presented, discussed, and extensively illustrated with examples. Investment Guarantees opens with a discussion of various models, moves through modeling techniques, and addresses risk management in a straightforward, accessible manner."--BOOK JACKET.
Notes: Includes bibliographical references (p. 275-278) and index.