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

9781315118505

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Equity-linked life insurance contracts and Bermudan options

Equity-Linked Life Insurance ◽

10.1201/9781315118505-7 ◽

2017 ◽

pp. 163-185

Author(s):

Alexander Melnikov ◽

Amir Nosrati

Keyword(s):

Life Insurance ◽

Insurance Contracts ◽

Bermudan Options

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

Equity-Linked Life Insurance ◽

10.1201/9781315118505-4 ◽

2017 ◽

pp. 77-106

Author(s):

Alexander Melnikov ◽

Amir Nosrati

Keyword(s):

Risk Management ◽

Jump Diffusion ◽

Diffusion Models ◽

Quantile Hedging

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

Equity-Linked Life Insurance ◽

10.1201/9781315118505-3 ◽

2017 ◽

pp. 53-76

Author(s):

Alexander Melnikov ◽

Amir Nosrati

Keyword(s):

Life Insurance ◽

Insurance Contracts ◽

Efficient Hedging

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

Equity-Linked Life Insurance ◽

10.1201/9781315118505-2 ◽

2017 ◽

pp. 23-51

Author(s):

Alexander Melnikov ◽

Amir Nosrati

Keyword(s):

Life Insurance ◽

Quantile Hedging ◽

Insurance Contracts

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Bibliographic Remarks

Equity-Linked Life Insurance ◽

10.1201/9781315118505-8 ◽

2017 ◽

pp. 187-191

Author(s):

Alexander Melnikov ◽

Amir Nosrati

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Defaultable securities and equity-linked life insurance contracts

Equity-Linked Life Insurance ◽

10.1201/9781315118505-6 ◽

2017 ◽

pp. 137-162

Author(s):

Alexander Melnikov ◽

Amir Nosrati

Keyword(s):

Life Insurance ◽

Insurance Contracts ◽

Defaultable Securities

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

Equity-Linked Life Insurance ◽

10.1201/9781315118505-1 ◽

2017 ◽

pp. 1-22

Author(s):

Alexander Melnikov ◽

Amir Nosrati

Keyword(s):

Stochastic Analysis ◽

Mathematical Finance

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CVaR-Hedging: Theory and applications

Equity-Linked Life Insurance ◽

10.1201/9781315118505-5 ◽

2017 ◽

pp. 107-135

Author(s):

Alexander Melnikov ◽

Amir Nosrati

Download Full-text