Implicit Embedded Options in Life Insurance Contracts

A Market Consistent Valuation Framework

Authors:

ISBN: 978-3-7908-2842-9 (Print) 978-3-7908-2843-6 (Online)

Table of contents (6 chapters)

  1. Front Matter

    Pages i-xxv

  2. No Access

    Chapter

    Pages 1-15

    Introduction

  3. No Access

    Chapter

    Pages 17-40

    Theoretical Considerations Regarding Embedded Options

  4. No Access

    Chapter

    Pages 41-82

    Asset Modelling Process

  5. No Access

    Chapter

    Pages 83-101

    Liability Modelling Process

  6. No Access

    Chapter

    Pages 103-143

    An Empirical Analysis Using the Entire Modelling Approach

  7. No Access

    Chapter

    Pages 145-149

    Conclusion

  8. Back Matter

    Pages 151-167