Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching
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Publication:4648511
DOI10.1080/07362994.2012.704844zbMath1251.91041OpenAlexW2005106379MaRDI QIDQ4648511
Publication date: 9 November 2012
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2012.704844
Stochastic models in economics (91B70) Optimal stochastic control (93E20) Financial applications of other theories (91G80)
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