Quantile hedging and its application to life insurance (Q3595147): Difference between revisions

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Latest revision as of 22:49, 19 March 2024

scientific article
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English
Quantile hedging and its application to life insurance
scientific article

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    Quantile hedging and its application to life insurance (English)
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    10 August 2007
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    equity-linked life insurance
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    pure endowment
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    flexible guarantee
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    quantile hedging
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    jump-diffusion model
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    Margrabe's formula
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