scientific article; zbMATH DE number 5846828

MaRDI QIDQ3071828zbMATH OpenFDO

Authors Jianqi Yang, Qingxian Xiao

Publication date 5 February 2011

zbMATH Keywords

incomplete informationGaltchouk-Kunita-Watanabe decomposition

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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(6)

• Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts
• Risk-minimizing hedging strategies for insurance payment processes
• scientific article; zbMATH DE number 4083331 (Why is no real title available?)
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• Hedging of defaultable claims in a structural model using a locally risk-minimizing approach
• The hedging strategies of optimization in insurance payment processes

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