Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization (Q2260945): Difference between revisions

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+LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS
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+Local risk-minimization under the benchmark approach
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+Arbitrage Theory in Continuous Time
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+Nonlinear Filtering for Jump Diffusion Observations
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+Local risk-minimization under restricted information on asset prices
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+Filtering of a Markov jump process with counting observations
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+BENCHMARKED RISK MINIMIZATION
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+Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering
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+LOCAL RISK-MINIMIZATION UNDER MARKOV-MODULATED EXPONENTIAL LÉVY MODEL
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+Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts
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+Föllmer-Schweizer decomposition and mean-variance hedging for general claims
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+A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market
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