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

Amazon.com Price:  $54.99 (as of 12/05/2019 17:06 PST- Details)

Description

A comprehensive guide to investment guarantees in equity-linked life insurance
Because of the convergence of financial and insurance markets, new varieties of investment guarantees are emerging which require financial service professionals to develop into savvier in modeling and risk management. With chapters that discuss stock return models, dynamic hedging, risk measures, Markov Chain Monte Carlo estimation, and a lot more, this one-stop reference comprises the dear insights and proven techniques a good way to allow readers to higher have in mind 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 on 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.

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