Product Information
A comprehensive guide to investment guarantees in equity-linked life insurance Due to the convergence of financial and insurance markets, new forms of investment guarantees are emerging which require financial service professionals to become savvier in modeling and risk management. With chapters that discuss stock return models, dynamic hedging, risk measures, Markov Chain Monte Carlo estimation, and much more, this one-stop reference contains the valuable insights and proven techniques that will allow readers to better understand 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 at 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.Product Identifiers
PublisherJohn Wiley & Sons INC International Concepts
ISBN-139780471392903
eBay Product ID (ePID)86644964
Product Key Features
Number of Pages304 Pages
Publication NameInvestment Guarantees: Modeling and Risk Management for Equity-Linked Life Insurance
LanguageEnglish
SubjectFinance
Publication Year2003
TypeTextbook
AuthorMary Hardy
SeriesWiley Finance
Dimensions
Item Height241 mm
Item Weight656 g
Additional Product Features
Country/Region of ManufactureUnited States
Title_AuthorMary Hardy