Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes (Q3103170)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes |
scientific article; zbMATH DE number 5981218
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes |
scientific article; zbMATH DE number 5981218 |
Statements
Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes (English)
0 references
26 November 2011
0 references
unit-linked life insurance
0 references
incomplete market
0 references
shot-noise process
0 references
locally risk-minimization
0 references
0.8669663071632385
0 references
0.8432211875915527
0 references
0.8250352144241333
0 references
