Explicit portfolio for unit-linked life insurance contracts with surrender option (Q732095)
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scientific article; zbMATH DE number 5612573
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Explicit portfolio for unit-linked life insurance contracts with surrender option |
scientific article; zbMATH DE number 5612573 |
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Explicit portfolio for unit-linked life insurance contracts with surrender option (English)
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9 October 2009
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unit-linked
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surrender option
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risk-minimization
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hedging strategy
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Lévy process
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0.8280296325683594
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0.7902812361717224
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0.7666065096855164
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0.7657644152641296
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