Quantile hedging in models with dividends and application to equity-linked life insurance contracts (Q2175459)
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scientific article; zbMATH DE number 7194838
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| English | Quantile hedging in models with dividends and application to equity-linked life insurance contracts |
scientific article; zbMATH DE number 7194838 |
Statements
Quantile hedging in models with dividends and application to equity-linked life insurance contracts (English)
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29 April 2020
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quantile hedging
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equity-linked life insurance contracts
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pure endowment
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jump-diffusion
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Black-Scholes
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dividends
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