Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.insmatheco.2011.10.001 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.INSMATHECO.2011.10.001 / rank | |||
Normal rank | |||
Latest revision as of 13:57, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts |
scientific article |
Statements
Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (English)
0 references
18 April 2012
0 references
local risk minimization
0 references
locally risk-minimizing hedging strategy
0 references
minimal martingale measure
0 references
incomplete market
0 references
enlargement of filtration
0 references
equity-indexed annuity
0 references
unit-linked life insurance
0 references
0 references
