Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979): Difference between revisions
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Revision as of 22:55, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences |
scientific article |
Statements
Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (English)
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19 September 2019
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equity-linked life insurance
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pricing and hedging
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indifference approach
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forward utility preferences
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random horizon BSDEs
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