Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6025300
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts |
scientific article; zbMATH DE number 6025300 |
Statements
Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (English)
0 references
18 April 2012
0 references
local risk minimization
0 references
locally risk-minimizing hedging strategy
0 references
minimal martingale measure
0 references
incomplete market
0 references
enlargement of filtration
0 references
equity-indexed annuity
0 references
unit-linked life insurance
0 references
0 references
0.8755224
0 references
0.87414056
0 references
0.87047493
0 references
0.8704082
0 references
0.8665648
0 references
0.86187744
0 references
0.8544641
0 references
