Explicit portfolio for unit-linked life insurance contracts with surrender option (Q732095): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.cam.2008.04.031 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2083063260 / rank | |||
Normal rank | |||
Revision as of 20:44, 19 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
