Explicit portfolio for unit-linked life insurance contracts with surrender option (Q732095): Difference between revisions

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+https://doi.org/10.1016/j.cam.2008.04.031
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+W2083063260
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+Credit risk: Modelling, valuation and hedging
@@ Property / cites work: Credit risk: Modelling, valuation and hedging / rank @@
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+Q3815091
@@ Property / cites work: Q3815091 / rank @@
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@@ Property / cites work @@
+Risk-minimizing hedging strategies for insurance payment processes
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@@ Property / cites work @@
+Q3979061
@@ Property / cites work: Q3979061 / rank @@
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@@ Property / cites work @@
+Hedging life insurance contracts in a Lévy process financial market
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@@ Property / cites work @@
+A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market
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