Quantile hedging and its application to life insurance (Q3595147)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile hedging and its application to life insurance |
scientific article |
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Quantile hedging and its application to life insurance (English)
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10 August 2007
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equity-linked life insurance
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pure endowment
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flexible guarantee
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quantile hedging
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jump-diffusion model
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Margrabe's formula
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