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INVESTMENT GUARANTEES: MODELING AND RISK MANAGEMENT FOR EQUITY-LINKED LIFE INSURANCE

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A comprehensive guide to investment guarantees in equity-linkedlife insurance Due to the convergence of financial and insurance markets, newforms of investment guarantees are emerging which require financialservice professionals to become savvier in modeling and riskmanagement. With chapters that discuss stock return models, dynamichedging, risk measures, Markov Chain Monte Carlo estimation, andmuch more, this one-stop reference contains the valuable insightsand proven techniques that will allow readers to better understandthe theory and practice of investment guarantees and equity-linkedinsurance policies. Mary Hardy, PhD (Waterloo, Ontario, Canada), is an AssociateProfessor and Associate Chair of Actuarial Science at theUniversity of Waterloo and is a Fellow of the Institute ofActuaries and an Associate of the Society of Actuaries, where sheis a frequent speaker. Her research covers topics in life insurancesolvency and risk management, with particular emphasis onequity-linked insurance. Hardy is an Associate Editor of the NorthAmerican Actuarial Journal and the ASTIN Bulletin and is a DeputyEditor of the British Actuarial Journal.

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Availability

10006813

368.32 HAR i

RLC MM (Rak Buku Umum)

Available

Detail Information

Series Title

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Statement of Responsibility

Mary R. Hardy

Call Number

368.32 HAR i

Publisher

New Jersey : John Wiley & Sons., 2003

Collation

xviii, 286p. : ill ; 24cm.

Language

English

ISBN/ISSN

0-471-39290-1

Classification

368.32

Content Type

-

Edition

1st. ed.

Subject(s)

Insurance
Buku Umum
Finance
Risk Management
Mathematics
Investment
Stochastic Processes

Specific Detail Info

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