Locally risk-minimizing hedging strategies for unit-linked life insurance contracts under a regime switching Lévy model (Q1946954): Difference between revisions
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Latest revision as of 14:55, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Locally risk-minimizing hedging strategies for unit-linked life insurance contracts under a regime switching Lévy model |
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Locally risk-minimizing hedging strategies for unit-linked life insurance contracts under a regime switching Lévy model (English)
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10 April 2013
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unit-linked life insurance
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Lévy process
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regime switching
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risk-minimization
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