Efficient hedging of equity-linked life insurance policies
From MaRDI portal
Publication:886628
zbMath1282.91345MaRDI QIDQ886628
Publication date: 27 June 2007
Published in: Doklady Mathematics (Search for Journal in Brave)
91G20: Derivative securities (option pricing, hedging, etc.)
Related Items
Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market, Loss analysis of a life insurance company applying discrete-time risk-minimizing hedging strategies, Efficient hedging currency options in fractional Brownian motion model with jumps, Quantile hedging for equity-linked contracts