Implicit Embedded Options in Life Insurance Contracts (Record no. 103959)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02349nam a22004575i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-7908-2843-6 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20140220083332.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 120402s2012 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783790828436 |
| -- | 978-3-7908-2843-6 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-3-7908-2843-6 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG8011-9999 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | KFFN |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS033000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 657.836 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Rüfenacht, Nils. |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Implicit Embedded Options in Life Insurance Contracts |
| Medium | [electronic resource] : |
| Remainder of title | A Market Consistent Valuation Framework / |
| Statement of responsibility, etc | by Nils Rüfenacht. |
| 264 #1 - | |
| -- | Heidelberg : |
| -- | Physica-Verlag HD : |
| -- | Imprint: Physica, |
| -- | 2012. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | XXV, 167p. 33 illus. |
| Other physical details | online resource. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 490 1# - SERIES STATEMENT | |
| Series statement | Contributions to Management Science, |
| International Standard Serial Number | 1431-1941 |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Theoretical Considerations Regarding Embedded Options -- Asset Modelling Process -- Liability Modelling Process -- An Empirical Analysis Using the Entire Modelling Approach. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | This book presents a market-consistent valuation framework for implicit embedded options in life insurance contracts. This framework is used to perform an empirical analysis based on more than 110,000 actual and in-force life insurance policies and with a focus on the modeling of interest rates. Its results are the answer to the central question posed in the objectives: What value do the embedded options and guarantees considered have? This question is answered both absolutely and relative to the current policy reserves, from the perspective of the insurer, the policyholder and the shareholder respectively |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Economics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Economics/Management Science. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Insurance. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Quantitative Finance. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance/Investment/Banking. |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Printed edition: |
| International Standard Book Number | 9783790828429 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Contributions to Management Science, |
| -- | 1431-1941 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/978-3-7908-2843-6 |
| 912 ## - | |
| -- | ZDB-2-SBE |
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