Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802): Difference between revisions
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Revision as of 18:49, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts |
scientific article |
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Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (English)
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18 April 2012
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local risk minimization
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locally risk-minimizing hedging strategy
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minimal martingale measure
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incomplete market
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enlargement of filtration
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equity-indexed annuity
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unit-linked life insurance
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