Quadratic hedging of equity-linked life insurance contracts under the real-world measure in discrete time (Q3119649)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quadratic hedging of equity-linked life insurance contracts under the real-world measure in discrete time |
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Quadratic hedging of equity-linked life insurance contracts under the real-world measure in discrete time (English)
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12 March 2019
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\(P\)-discounting portfolio
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numeraire
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equity-linked life insurance contracts
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risk-minimization
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quadratic hedging
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