Optimal hedging strategies in equity-linked products (Q724551): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.cam.2018.05.044 / rank | |||
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| Property / OpenAlex ID: W2807958121 / rank | |||
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| Property / cites work | |||
| Property / cites work: Hedging Equity-Linked Life Insurance Contracts / rank | |||
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| Property / cites work: On the (in-)dependence between financial and actuarial risks / rank | |||
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| Property / cites work: Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee / rank | |||
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Latest revision as of 05:46, 16 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal hedging strategies in equity-linked products |
scientific article |
Statements
Optimal hedging strategies in equity-linked products (English)
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26 July 2018
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equity-linked products with guarantees
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hedging of liabilities
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optimal stopping
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