Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes (Q3103170)
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English | Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes |
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Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes (English)
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26 November 2011
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unit-linked life insurance
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incomplete market
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shot-noise process
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locally risk-minimization
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