Locally Risk-minimizing Hedging of Insurance Payment Streams (Q3632829)
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scientific article; zbMATH DE number 5564863
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Locally Risk-minimizing Hedging of Insurance Payment Streams |
scientific article; zbMATH DE number 5564863 |
Statements
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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0.8822271
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0.8709774
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0.8701627
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0.86908287
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