A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market
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Publication:931211
DOI10.1016/j.insmatheco.2008.03.001zbMath1141.91549OpenAlexW1970757651MaRDI QIDQ931211
Nele Vandaele, Michèle Vanmaele
Publication date: 25 June 2008
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.03.001
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