Gabriella Piscopo

Broschiertes Buch

Variable Annuities and Embedded Options

Models and tools for fair valuation and solvency appraisal

Beschreibung

The objective of this book is to provide an analysis of the Variable Annuity (VA) products. In particular, we focus on the actuarial and financial valuation of two guarantees embedded in VAs, the Guaranteed Minimum Death Benefitt option and the Guaranteed Lifelong Withdrawal Benefit option, derive No-arbitrage pricing models and study the impact of mortality risk. We deal with this products in the light of significant international success obtained by VAs and we believe that perspectives of their development in Italy market and throughout Europe and Asia are favourable.

Autor

Gabriella Piscopo is Researcher at University of Genoa.She holds a European PhD in Actuarial and Financial Mathematics.She has been Visiting Researcher at Cass Business School of London, Université Catholique de Louvain and Lecturer at Renmin University of Beijing.Her main research interests are variable annuities and longevity risk.

Produktdetails

• Verlag: LAP Lambert Academic Publishing
• Seitenzahl: 112
• Erscheinungstermin: 8. November 2012
• Englisch
• Abmessung: 220mm x 150mm x 8mm
• Gewicht: 166g
• ISBN-13: 9783659293146
• ISBN-10: 3659293148
• Artikelnr.: 36737829