Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979)
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scientific article; zbMATH DE number 7107046
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| English | Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences |
scientific article; zbMATH DE number 7107046 |
Statements
Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (English)
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19 September 2019
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equity-linked life insurance
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pricing and hedging
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indifference approach
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forward utility preferences
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random horizon BSDEs
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0.8181160688400269
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0.8110992312431335
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0.8007189631462097
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0.7914102077484131
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