Explicit portfolio for unit-linked life insurance contracts with surrender option (Q732095): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 02:05, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Explicit portfolio for unit-linked life insurance contracts with surrender option |
scientific article |
Statements
Explicit portfolio for unit-linked life insurance contracts with surrender option (English)
0 references
9 October 2009
0 references
unit-linked
0 references
surrender option
0 references
risk-minimization
0 references
hedging strategy
0 references
Lévy process
0 references