Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes (Q3103170)
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scientific article; zbMATH DE number 5981218
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| 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)
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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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0.8669663071632385
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0.8432211875915527
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0.8250352144241333
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