Quantile hedging and its application to life insurance (Q3595147): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:30, 5 February 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
