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Market-Valuation Methods in Life and Pension Insurance

Thomas M&oslaxh;ller and Mogens Steffensen
Publisher: 
Cambridge University Press
Publication Date: 
2007
Number of Pages: 
279
Format: 
Hardcover
Series: 
International Series in Actuarial Science
Price: 
90.00
ISBN: 
9780521868778
Category: 
Monograph
We do not plan to review this book.

Preface; 1. Introduction and life insurance practice; 2. Technical reserves and market value; 3. Interest rate theory in insurance; 4. Bonus, binomial and Black-Scholes; 5. Integrated actuarial and financial valuation; 6. Surplus-linked life insurance; 7. Interest rate derivatives in insurance; Appendix A.

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