Variable Annuities and Embedded Options: Models and tools for fair valuation and solvency appraisal - Image 1

£47.00

LAP Lambert Academic Publishing Variable Annuities and Embedded Options: Models and tools for fair valuation and solvency appraisal

Name: Variable Annuities and Embedded Options: Models and tools for fair valuation and solvency appraisal
Brand: LAP Lambert Academic Publishing
Price: 47.0 GBP
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Mathematics

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Description

The objective of this book is to provide an analysis of the Variable Annuity (VA) products. In particular, we focus on the actuarial and financial valuation of two guarantees embedded in VAs, the Guaranteed Minimum Death Benefitt option and the Guaranteed Lifelong Withdrawal Benefit option, derive No-arbitrage pricing models and study the impact of mortality risk. We deal with this products in the light of significant international success obtained by VAs and we believe that perspectives of their development in Italy market and throughout Europe and Asia are favourable.

Product Specifications

Brand: LAP Lambert Academic Publishing
Format: paperback
ASIN: 3659293148
Category: Books > Subjects > Science, Nature & Maths > Mathematics
Domain: Amazon UK
Release Date: 02 November 2012
Listed Since: 09 November 2012

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LAP Lambert Academic Publishing Variable Annuities and Embedded Options: Models and tools for fair valuation and solvency appraisal

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