Hedging unit-linked life insurance contracts under the mean-variance criterion (Q2887459)
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scientific article; zbMATH DE number 6041803
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Hedging unit-linked life insurance contracts under the mean-variance criterion |
scientific article; zbMATH DE number 6041803 |
Statements
1 June 2012
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mean-variance criterion
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hedging strategy
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unit-linked life insurance
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efficient frontier
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Hedging unit-linked life insurance contracts under the mean-variance criterion (English)
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0.8384838700294495
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0.8377290964126587
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0.8069462776184082
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