Pricing and Hedging Insurance Products in Hybrid Markets.
Widenmann, Jan.
Pricing and Hedging Insurance Products in Hybrid Markets. - 1st ed. - 1 online resource (179 pages)
Intro -- Zusammenfassung -- Summary -- Preface and Acknowledgements -- Contents -- List of Figures -- List of Tables -- List of Symbols and Abbreviations -- Introduction -- 1. Preliminaries on Hybrid Financial and Insurance Markets -- 2. Pricing of Unemployment Insurance Products -- 3. Mean-Variance Hedging for Mortality Claims with Longevity Bonds -- 4. Risk-Minimization for General Insurance Contracts -- 5. Conclusion -- Appendices -- References.
9783736945876
Insurance companies--Management--Periodicals.
Electronic books.
HG8075.W534 2013
368.0068
Pricing and Hedging Insurance Products in Hybrid Markets. - 1st ed. - 1 online resource (179 pages)
Intro -- Zusammenfassung -- Summary -- Preface and Acknowledgements -- Contents -- List of Figures -- List of Tables -- List of Symbols and Abbreviations -- Introduction -- 1. Preliminaries on Hybrid Financial and Insurance Markets -- 2. Pricing of Unemployment Insurance Products -- 3. Mean-Variance Hedging for Mortality Claims with Longevity Bonds -- 4. Risk-Minimization for General Insurance Contracts -- 5. Conclusion -- Appendices -- References.
9783736945876
Insurance companies--Management--Periodicals.
Electronic books.
HG8075.W534 2013
368.0068