Pages that link to "Item:Q3520341"
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The following pages link to EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS (Q3520341):
Displaying 8 items.
- Applications of central limit theorems for equity-linked insurance (Q343984) (← links)
- Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market (Q764421) (← links)
- Quantile hedging pension payoffs: an analysis of investment incentives (Q1689028) (← links)
- On pricing and hedging in financial markets with long-range dependence (Q1938961) (← links)
- Quantile hedging for equity-linked contracts (Q2276232) (← links)
- Quantile hedging on equity-linked life insurance contracts with transaction costs (Q2513623) (← links)
- Pricing of long dated equity-linked life insurance contracts (Q2804516) (← links)
- CVaR Hedging in Defaultable Jump-Diffusion Markets (Q5014531) (← links)
