No-good-deal, local mean-variance and ambiguity risk pricing and hedging for an insurance payment process (Q2866007)
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scientific article; zbMATH DE number 6237803
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | No-good-deal, local mean-variance and ambiguity risk pricing and hedging for an insurance payment process |
scientific article; zbMATH DE number 6237803 |
Statements
12 December 2013
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Hansen-Jagannathan bound
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instantaneous Sharpe ratio
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equivalent martingale measure
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probability priors
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backward stochastic differential equation
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variable annuities
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longevity risk
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irrational lapse behavior
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No-good-deal, local mean-variance and ambiguity risk pricing and hedging for an insurance payment process (English)
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0.7828564643859863
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0.7695596814155579
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0.7619773745536804
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0.7616410255432129
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0.7563729882240295
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