Unit-linked life insurance policies: optimal hedging in partially observable market models (Q2404551): Difference between revisions

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Latest revision as of 09:44, 14 July 2024

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Unit-linked life insurance policies: optimal hedging in partially observable market models
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    Unit-linked life insurance policies: optimal hedging in partially observable market models (English)
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    19 September 2017
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    unit-linked life insurance contract
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    progressive enlargement of filtration
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    partial information
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    local risk-minimization
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    Föllmer-Schweizer decomposition
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    Markov processes
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