Efficient Hedging and Pricing of Life Insurance Policies in a Jump-Diffusion Model (Q5707909)

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scientific article; zbMATH DE number 2232578
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Efficient Hedging and Pricing of Life Insurance Policies in a Jump-Diffusion Model
scientific article; zbMATH DE number 2232578

    Statements

    Efficient Hedging and Pricing of Life Insurance Policies in a Jump-Diffusion Model (English)
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    25 November 2005
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    efficient hedging
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    equity-linked life insurance
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    jump diffusion
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    quantile hedging
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