Locally Risk-minimizing Hedging of Insurance Payment Streams (Q3632829)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Locally Risk-minimizing Hedging of Insurance Payment Streams |
scientific article |
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Locally Risk-minimizing Hedging of Insurance Payment Streams (English)
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15 June 2009
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Locally risk-minimizing
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semimartingale
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hedging
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unit-linked life insurance
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Markov chain
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Lévy process
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incomplete market
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