Quantile hedging on equity-linked life insurance contracts with transaction costs (Q2513623)
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scientific article; zbMATH DE number 6391854
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| English | Quantile hedging on equity-linked life insurance contracts with transaction costs |
scientific article; zbMATH DE number 6391854 |
Statements
Quantile hedging on equity-linked life insurance contracts with transaction costs (English)
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28 January 2015
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quantile hedging
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equity-linked life insurance
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transaction costs
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adjusted hedging volatility
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hedging costs
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0.8224612474441528
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0.8146302103996277
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0.8128297328948975
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0.8118970990180969
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0.8061919808387756
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