Implicit Embedded Options in Life Insurance Contracts Implicit Embedded Options in Life Insurance Contracts
Contributions to Management Science

Implicit Embedded Options in Life Insurance Contracts

A Market Consistent Valuation Framework

    • $84.99
    • $84.99

Publisher Description

This 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

GENRE
Business & Personal Finance
RELEASED
2012
April 3
LANGUAGE
EN
English
LENGTH
196
Pages
PUBLISHER
Physica-Verlag HD
SELLER
Springer Nature B.V.
SIZE
34.1
MB

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