No-Good-Deal, Local Mean-Variance and Ambiguity Risk Pricing and Hedging for an Insurance Payment Process (Q2866007): Difference between revisions
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No-Good-Deal, Local Mean-Variance and Ambiguity Risk Pricing and Hedging for an Insurance Payment Process | |||
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No-Good-Deal, Local Mean-Variance and Ambiguity Risk Pricing and Hedging for an Insurance Payment Process (English) | |||
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Latest revision as of 09:36, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No-Good-Deal, Local Mean-Variance and Ambiguity Risk Pricing and Hedging for an Insurance Payment Process |
scientific article |
Statements
12 December 2013
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Hansen-Jagannathan bound
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instantaneous Sharpe ratio
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equivalent martingale measure
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probability priors
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backward stochastic differential equation
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variable annuities
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longevity risk
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irrational lapse behavior
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No-Good-Deal, Local Mean-Variance and Ambiguity Risk Pricing and Hedging for an Insurance Payment Process (English)
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