Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee
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Publication:2276216
DOI10.1016/j.insmatheco.2010.10.011zbMath1233.91155OpenAlexW2253767106MaRDI QIDQ2276216
Pierre-E. Thérond, Frédéric Planchet, Oberlain Nteukam Teuguia
Publication date: 1 August 2011
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.10.011
hedging strategiesunit-linkedrisk indicatorsstress-testingdeath guaranteetransaction and error of re-hedging costs
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Cites Work