Equity-Linked Life Insurance
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Published By Chapman And Hall/CRC

9781315118505
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Equity-linked life insurance contracts and Bermudan options

2017 ◽  
pp. 163-185
Author(s):  
Alexander Melnikov ◽  
Amir Nosrati
Keyword(s):  
Life Insurance ◽  
Insurance Contracts ◽  
Bermudan Options

Quantile hedging and risk management of contracts for diffusion and jump-diffusion models

2017 ◽  
pp. 77-106
Author(s):  
Alexander Melnikov ◽  
Amir Nosrati
Keyword(s):  
Risk Management ◽  
Jump Diffusion ◽  
Diffusion Models ◽  
Quantile Hedging

Valuation of equity-linked life insurance contracts via efficient hedging in the BIack–Scholes model

2017 ◽  
pp. 53-76
Author(s):  
Alexander Melnikov ◽  
Amir Nosrati
Keyword(s):  
Life Insurance ◽  
Insurance Contracts ◽  
Efficient Hedging

Quantile hedging of equity-linked life insurance contracts in the BIack - Scholes model

2017 ◽  
pp. 23-51
Author(s):  
Alexander Melnikov ◽  
Amir Nosrati
Keyword(s):  
Life Insurance ◽  
Quantile Hedging ◽  
Insurance Contracts

Bibliographic Remarks

2017 ◽  
pp. 187-191
Author(s):  
Alexander Melnikov ◽  
Amir Nosrati

Defaultable securities and equity-linked life insurance contracts

2017 ◽  
pp. 137-162
Author(s):  
Alexander Melnikov ◽  
Amir Nosrati
Keyword(s):  
Life Insurance ◽  
Insurance Contracts ◽  
Defaultable Securities

Basic notions and facts from stochastic analysis, mathematical finance and insurance

2017 ◽  
pp. 1-22
Author(s):  
Alexander Melnikov ◽  
Amir Nosrati
Keyword(s):  
Stochastic Analysis ◽  
Mathematical Finance

CVaR-Hedging: Theory and applications

2017 ◽  
pp. 107-135
Author(s):  
Alexander Melnikov ◽  
Amir Nosrati
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