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Mary Hardy, Mary Hardy

Investment Guarantees: The New Science of Modeling and Risk Management for Equity-Linked Life Insurance

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ISBN: 0471392901, 9780471392903
Издательство: Wiley
Год издания: 2003
Страниц: 304
Praise for InvestmentGuarantees "In addition to being a valuable and innovative addition to the literature on risk management of equity-linked insurance, this book provides a uniquely clear demonstration of using different measures in a very practical context. A great way of showing actuaries how to ?mind their Ps and Qs?!" ?Boris Brizeli Principal and Chief Operations Officer GE Insource Limited "This is an extremely well written and comprehensive book which will be useful for both practitioners and graduate students. It provides a unique synthesis of techniques and tools in econometrics, financial engineering, and simulation applied to questions of fundamental importance in insurance." ?Dr. Andrew Cairns Reader in Financial and Actuarial Mathematics Heriot-Watt University "Investment Guarantees will become the reference book of choice for both actuaries and non-actuaries alike working in the field of...