Pages that link to "Item:Q3103170"
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The following pages link to Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes (Q3103170):
Displaying 6 items.
- A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (Q931211) (← links)
- Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process (Q1681092) (← links)
- Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering (Q2086919) (← links)
- Unit-linked life insurance policies: optimal hedging in partially observable market models (Q2404551) (← links)
- Hedging life insurance contracts in a Lévy process financial market (Q2499839) (← links)
- Hedging unit-linked life insurance contracts under the mean-variance criterion (Q2887459) (← links)