Original title: LIFE INSURANCE OPTIONS
Authors: Černý, Zdeněk ; Cipra, Tomáš (advisor) ; Málek, Jiří (referee)
Document type: Master’s theses
Year: 2008
Language: eng
Publisher: Vysoká škola ekonomická v Praze
Abstract: The goal of the thesis is to present and apply mathematical tools that are necessary for proper understanding of valuation of options in life insurance. This includes basic principles of actuarial calculations based on first order assumptions and the basics of stochastic calculus used for derivatives pricing. Afterthat we discuss the difference between first and second order assumptions and apply the mathematical tools to valuation of life insurance options. Finally the appearance of life insurance options within the liability adequacy test and european law is mentioned.

Institution: University of Economics, Prague (web)
Document availability information: Available in the digital repository of the University of Economics, Prague.
Original record: http://www.vse.cz/vskp/eid/6703

Permalink: http://www.nusl.cz/ntk/nusl-4551


The record appears in these collections:
Universities and colleges > Public universities > University of Economics, Prague
Academic theses (ETDs) > Master’s theses