Quantile hedging and its application to life insurance (Q3595147): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 11:58, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile hedging and its application to life insurance |
scientific article |
Statements
Quantile hedging and its application to life insurance (English)
0 references
10 August 2007
0 references
equity-linked life insurance
0 references
pure endowment
0 references
flexible guarantee
0 references
quantile hedging
0 references
jump-diffusion model
0 references
Margrabe's formula
0 references
