Book contents
- Frontmatter
- Contents
- Preface
- 1 Introduction and life insurance practice
- 2 Technical reserves and market values
- 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
- References
- Index
Appendix
Published online by Cambridge University Press: 13 August 2009
- Frontmatter
- Contents
- Preface
- 1 Introduction and life insurance practice
- 2 Technical reserves and market values
- 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
- References
- Index
Summary
- Type
- Chapter
- Information
- Market-Valuation Methods in Life and Pension Insurance , pp. 263 - 271Publisher: Cambridge University PressPrint publication year: 2007