Investment Guarantees: Modeling and Risk Management for Equity-Linked Life Insurance (Wiley Finance)

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9780471392903: Investment Guarantees: Modeling and Risk Management for Equity-Linked Life Insurance (Wiley Finance)
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A comprehensive guide to investment guarantees in equity-linked life insurance Due to the convergence of financial and insurance markets, new forms of investment guarantees are emerging which require financial service professionals to become savvier in modeling and risk management. With chapters that discuss stock return models, dynamic hedging, risk measures, Markov Chain Monte Carlo estimation, and much more, this one-stop reference contains the valuable insights and proven techniques that will allow readers to better understand the theory and practice of investment guarantees and equity-linked insurance policies. Mary Hardy, PhD (Waterloo, Ontario, Canada), is an Associate Professor and Associate Chair of Actuarial Science at the University of Waterloo and is a Fellow of the Institute of Actuaries and an Associate of the Society of Actuaries, where she is a frequent speaker. Her research covers topics in life insurance solvency and risk management, with particular emphasis on equity-linked insurance. Hardy is an Associate Editor of the North American Actuarial Journal and the ASTIN Bulletin and is a Deputy Editor of the British Actuarial Journal.

Über den Autor:

MARY HARDY is an Associate Professor and Associate Chair of Actuarial Science at the University of Waterloo, a Fellow of the Institute of Actuaries, and an Associate of the Society of Actuaries.

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Hardy, Mary; Hardy, Thomas; Hardy, Thomas Defendant
Verlag: John Wiley & Sons Inc (2003)
ISBN 10: 0471392901 ISBN 13: 9780471392903
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Buchbeschreibung John Wiley & Sons Inc, 2003. Hardcover. Buchzustand: Fine. Zustand des Schutzumschlags: Fine Dust Jacket. First Edition. clean no gift inscription or remainder mark. 286 pages with the index.We ship from the USA and Canada. Artikel-Nr. 23610

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