Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering (Q2086919)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering |
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Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering (English)
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26 October 2022
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local risk-minimization
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unit-linked life insurance
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Hawkes process
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hedging strategy
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minimal martingale measure
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