Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee (Q2276216)
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scientific article; zbMATH DE number 5934636
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| English | Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee |
scientific article; zbMATH DE number 5934636 |
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Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee (English)
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1 August 2011
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unit-linked
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death guarantee
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hedging strategies
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transaction and error of re-hedging costs
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risk indicators
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stress-testing
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0.7972773909568787
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0.7961094975471497
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0.7950095534324646
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0.791912317276001
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