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- catalog abstract ""Investment Guarantees: Modeling and Risk Management for Equity-Linked Life Insurance is a comprehensive guide that combines the econometric analysis of these investment models with their applications in pricing and risk management." "Designed with all equity-linked life insurance practitioners in mind, you'll find both approaches to risk management of equity-linked insurance - the "actuarial" approach and the dynamic hedging approach - presented, discussed, and extensively illustrated with examples. Investment Guarantees opens with a discussion of various models, moves through modeling techniques, and addresses risk management in a straightforward, accessible manner."--Jacket.".
- catalog contributor b12963369.
- catalog created "c2003.".
- catalog date "2003".
- catalog date "c2003.".
- catalog dateCopyrighted "c2003.".
- catalog description ""Investment Guarantees: Modeling and Risk Management for Equity-Linked Life Insurance is a comprehensive guide that combines the econometric analysis of these investment models with their applications in pricing and risk management." "Designed with all equity-linked life insurance practitioners in mind, you'll find both approaches to risk management of equity-linked insurance - the "actuarial" approach and the dynamic hedging approach - presented, discussed, and extensively illustrated with examples. Investment Guarantees opens with a discussion of various models, moves through modeling techniques, and addresses risk management in a straightforward, accessible manner."--Jacket.".
- catalog description "Ch. 1. Investment Guarantees -- Ch. 2. Modeling Long-Term Stock Returns -- Ch. 3. Maximum Likelihood Estimation for Stock Return Models -- Ch. 4. The Left-Tail Calibration Method -- Ch. 5. Markov Chain Monte Carlo (MCMC) Estimation -- Ch. 6. Modeling the Guarantee Liability -- Ch. 7. A Review of Option Pricing Theory -- Ch. 8. Dynamic Hedging for Separate Account Guarantees -- Ch. 9. Risk Measures -- Ch. 10. Emerging Cost Analysis -- Ch. 11. Forecast Uncertainty -- Ch. 12. Guaranteed Annuity Options -- Ch. 13. Equity-Indexed Annuities -- App. A. Mortality and Survival Probabilities -- App. B. The GMAB Option Price -- App. C. Actuarial Notation.".
- catalog description "Includes bibliographical references (p. 275-278) and index.".
- catalog extent "xv, 288 p. :".
- catalog identifier "0471392901 (cloth : alk. paper)".
- catalog isPartOf "Wiley finance series".
- catalog issued "2003".
- catalog issued "c2003.".
- catalog language "eng".
- catalog publisher "Hoboken, NJ : John Wiley & Sons,".
- catalog subject "368.32/0068/1 21".
- catalog subject "HG8781 .H313 2003".
- catalog subject "Life insurance Mathematical models.".
- catalog subject "Risk management Mathematical models.".
- catalog tableOfContents "Ch. 1. Investment Guarantees -- Ch. 2. Modeling Long-Term Stock Returns -- Ch. 3. Maximum Likelihood Estimation for Stock Return Models -- Ch. 4. The Left-Tail Calibration Method -- Ch. 5. Markov Chain Monte Carlo (MCMC) Estimation -- Ch. 6. Modeling the Guarantee Liability -- Ch. 7. A Review of Option Pricing Theory -- Ch. 8. Dynamic Hedging for Separate Account Guarantees -- Ch. 9. Risk Measures -- Ch. 10. Emerging Cost Analysis -- Ch. 11. Forecast Uncertainty -- Ch. 12. Guaranteed Annuity Options -- Ch. 13. Equity-Indexed Annuities -- App. A. Mortality and Survival Probabilities -- App. B. The GMAB Option Price -- App. C. Actuarial Notation.".
- catalog title "Investment guarantees : modeling and risk management for equity-linked life insurance / Mary Hardy.".
- catalog type "text".