Modeling and Risk Management for Equity-Linked Life Insurance[kcc0928友情提供]
This book is designed for all practitioners working in equity-linked insurance, whether in product design, marketing, pricing and valuation, or risk management.
Preliminaries Mean-Variance Portfolio Choice Basic of the Capital Asset Pricing Model Static Asset Pricing Models Information and Asset Pricing Valuation in Complete Market Economies General Issues in Valuation and Arbitrage Dynamic Asset Pricing–General Models Specific Dynamic Asset Pricing Models