A Discrete Time Benchmark Approach for Insurance and Finance (Q4661678)
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scientific article; zbMATH DE number 2149139
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Discrete Time Benchmark Approach for Insurance and Finance |
scientific article; zbMATH DE number 2149139 |
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A Discrete Time Benchmark Approach for Insurance and Finance (English)
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30 March 2005
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financial and insurance market model
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benchmark approach
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growth optimal portfolio
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numeraire portfolio
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fair pricing
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actuarial pricing
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unit linked insurance
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