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The valuation of life insurance liabilities: numerical method approach
A thesis submitted to the Department of Mathematics, Kwame Nkrumah University of Science and Technology in partial fulfillment for the degree of Master of Philosophy.
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| Main Author: | |
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| Format: | Thesis |
| Language: | English |
| Published: |
2016
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| _version_ | 1867613139423461376 |
|---|---|
| access_status_str | Open Access |
| author | Mohammed, Ali |
| author_browse | Mohammed, Ali |
| author_facet | Mohammed, Ali |
| author_sort | Mohammed, Ali |
| collection | Thesis |
| description | A thesis submitted to the Department of Mathematics, Kwame Nkrumah University of Science and Technology in partial fulfillment for the degree of Master of Philosophy. |
| format | Thesis |
| id | oai:ir.knust.edu.gh:123456789/8779 |
| institution | KNUST (Ghana) |
| language | English |
| last_indexed | 2026-06-10T12:31:23.640Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from KNUSTSpace — Kwame Nkrumah University of Science & Technology (Ghana) |
| publishDate | 2016 |
| publishDateRange | 2016 |
| publishDateSort | 2016 |
| record_format | dspace |
| source_str | KNUSTSpace — Kwame Nkrumah University of Science & Technology (Ghana) |
| spelling | oai:ir.knust.edu.gh:123456789/8779 The valuation of life insurance liabilities: numerical method approach Mohammed, Ali A thesis submitted to the Department of Mathematics, Kwame Nkrumah University of Science and Technology in partial fulfillment for the degree of Master of Philosophy. Most of the life insurance contracts in Ghana contains surrender options and are also path-depending. The presence of one or more option elements and path-dependence derivatives presents complexities in the valuation of the life insurance contract in Ghana... KNUST 2016-04-13T17:24:44Z 2023-04-20T04:36:35Z 2016-04-13T17:24:44Z 2023-04-20T04:36:35Z 2013-06-13 Thesis https://ir.knust.edu.gh/handle/123456789/8779 en application/pdf |
| spellingShingle | Mohammed, Ali The valuation of life insurance liabilities: numerical method approach |
| title | The valuation of life insurance liabilities: numerical method approach |
| title_full | The valuation of life insurance liabilities: numerical method approach |
| title_fullStr | The valuation of life insurance liabilities: numerical method approach |
| title_full_unstemmed | The valuation of life insurance liabilities: numerical method approach |
| title_short | The valuation of life insurance liabilities: numerical method approach |
| title_sort | valuation of life insurance liabilities numerical method approach |
| url | https://ir.knust.edu.gh/handle/123456789/8779 |
| work_keys_str_mv | AT mohammedali thevaluationoflifeinsuranceliabilitiesnumericalmethodapproach AT mohammedali valuationoflifeinsuranceliabilitiesnumericalmethodapproach |