Optimal Cross Hedging of Insurance Derivatives (Q3518300)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Cross Hedging of Insurance Derivatives |
scientific article |
Statements
Optimal Cross Hedging of Insurance Derivatives (English)
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7 August 2008
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admissibility
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climate risk
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cross hedging
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dynamic hedging
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entropic risk measure
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indifference price
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insurance derivative
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negatively correlated exposure
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optimal investment strategy
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weather derivative
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weather risk
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