Quantile hedging and its application to life insurance (Q3595147)
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scientific article; zbMATH DE number 5178740
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| default for all languages | No label defined |
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| English | Quantile hedging and its application to life insurance |
scientific article; zbMATH DE number 5178740 |
Statements
Quantile hedging and its application to life insurance (English)
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10 August 2007
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equity-linked life insurance
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pure endowment
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flexible guarantee
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quantile hedging
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jump-diffusion model
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Margrabe's formula
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0.8824852705001831
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0.8686392307281494
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0.8684887290000916
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0.8606663942337036
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0.854255199432373
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