Explicit portfolio for unit-linked life insurance contracts with surrender option (Q732095): Difference between revisions
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Property / cites work: Credit risk: Modelling, valuation and hedging / rank | |||
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Property / cites work: Q3815091 / rank | |||
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Property / cites work: Risk-minimizing hedging strategies for insurance payment processes / rank | |||
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Property / cites work: Hedging life insurance contracts in a Lévy process financial market / rank | |||
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Property / cites work: A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market / rank | |||
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Latest revision as of 01:15, 2 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Explicit portfolio for unit-linked life insurance contracts with surrender option |
scientific article |
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Explicit portfolio for unit-linked life insurance contracts with surrender option (English)
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9 October 2009
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unit-linked
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surrender option
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risk-minimization
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hedging strategy
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Lévy process
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