Efficient hedging of equity-linked life insurance policies

From MaRDI portal

Revision as of 15:53, 30 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:886628

Jump to:navigation, search

zbMath1282.91345MaRDI QIDQ886628

Alexander V. Melnikov

Publication date: 27 June 2007

Published in: Doklady Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).

Related Items (4)

Efficient hedging currency options in fractional Brownian motion model with jumps ⋮ Loss analysis of a life insurance company applying discrete-time risk-minimizing hedging strategies ⋮ Quantile hedging for equity-linked contracts ⋮ Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market

This page was built for publication: Efficient hedging of equity-linked life insurance policies

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:886628&oldid=12839505"

Pages with script errors