Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality (Q1936470)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality |
scientific article |
Statements
Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality (English)
0 references
5 February 2013
0 references
equity-indexed annuity
0 references
stochastic mortality
0 references
mortality index
0 references
arbitrage theory
0 references
risk management strategies
0 references
dynamic hedging errors
0 references
0 references
