Efficient Hedging and Pricing of Life Insurance Policies in a Jump-Diffusion Model (Q5707909)
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scientific article; zbMATH DE number 2232578
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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