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