Investment Guarantees: Modeling and Risk Management for Equity-Linked Life Insurance Hardcover - 2003 - 1st Edition
by Mary Hardy
First line
HASH(0x10ac1700)
From the rear cover
PRAISE FOR INVESTMENT GUARANTEES
"In addition to being a valuable and innovative addition to the literature on risk management of equity-linked insurance, this book provides a uniquely clear demonstration of using different measures in a very practical context. A great way of showing actuaries how to 'mind their Ps and Qs'!"
--Boris Brizeli
Principal and Chief Operations Officer
GE Insource Limited
"This is an extremely well written and comprehensive book which will be useful for both practitioners and graduate students. It provides a unique synthesis of techniques and tools in econometrics, financial engineering, and simulation applied to questions of fundamental importance in insurance."
--Dr. Andrew Cairns
Reader in Financial and Actuarial Mathematics
Heriot-Watt University
"Investment Guarantees will become the reference book of choice for both actuaries and non-actuaries alike working in the field of guarantees associated with equity-linked products. The book provides an excellent balance between theory and practice in the course of contrasting actuarial modeling and option pricing theory as applied to guarantees on equity-linked products."
--Larry M. Gorski
Life Actuary
Illinois Department of Insurance
"Professor Hardy strikes the right balance between theory development and practical demonstration, offering insights to both novices and experienced practitioners. Her comprehensive treatment of risk modeling of investment guarantees will benefit actuaries and financial engineers alike, allowing each to understand better the nature and management of equity exposure. Exceptionally readable, Investment Guarantees is an invaluable resource for insurance and financial professionals working with equity-linked insurance and annuity products."
--Geoffrey H. Hancock
Principal Mercer Risk,
Finance & Insurance Consulting
Details
- Title Investment Guarantees: Modeling and Risk Management for Equity-Linked Life Insurance
- Author Mary Hardy
- Binding Hardcover
- Edition number 1st
- Edition 1
- Pages 304
- Volumes 1
- Language ENG
- Publisher Wiley, Somerset, New Jersey, U.S.A
- Date 2003-03-06
- Illustrated Yes
- Features Bibliography, Dust Cover, Index
- ISBN 9780471392903 / 0471392901
- Weight 1.29 lbs (0.59 kg)
- Dimensions 9.58 x 6.48 x 0.94 in (24.33 x 16.46 x 2.39 cm)
- Library of Congress subjects Risk management - Mathematical models, Life insurance - Mathematical models
- Library of Congress Catalog Number 2002034200
- Dewey Decimal Code 368.320
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