EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS (Q3520341): Difference between revisions

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+Fair Pricing of Life Insurance Participating Policies with a Minimum Interest Rate Guaranteed
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+Pricing equity-linked life insurance with endogenous minimum guarantees
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+Affine processes for dynamic mortality and actuarial valuations
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+The Pricing of Options and Corporate Liabilities
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+Reserving for maturity guarantees: Two approaches
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+PRICING PARTICIPATING POLICIES WITH RATE GUARANTEES
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+Minimizing Expected Loss of Hedging in Incomplete and Constrained Markets
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+Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
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+Quantile hedging
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+Q5480304
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+Q4794127
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+Efficient Hedging and Pricing of Life Insurance Policies in a Jump-Diffusion Model
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+Efficient Hedging When Asset Prices Follow A Geometric Poisson Process With Unknown Intensities
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+Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts
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+Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts
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+Hedging Equity-Linked Life Insurance Contracts
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+An example of indifference prices under exponential preferences
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+Minimization of shortfall risk in a jump-diffusion model
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+Q3854462
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+Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility
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@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024908004816
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+W1974040551
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