Quantile hedging in a defaultable market with life insurance applications (Q4990512)
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scientific article; zbMATH DE number 7352459
Language | Label | Description | Also known as |
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English | Quantile hedging in a defaultable market with life insurance applications |
scientific article; zbMATH DE number 7352459 |
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Quantile hedging in a defaultable market with life insurance applications (English)
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28 May 2021
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quantile hedging
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defaultable equity
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defaultable bond
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equity-linked life insurance contract
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dividends
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call option
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option pricing
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