Pages that link to "Item:Q764421"
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The following pages link to Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market (Q764421):
Displaying 6 items.
- Optimal hedging strategies in equity-linked products (Q724551) (← links)
- Loss analysis of a life insurance company applying discrete-time risk-minimizing hedging strategies (Q931193) (← links)
- Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979) (← links)
- Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802) (← links)
- Hedging life insurance contracts in a Lévy process financial market (Q2499839) (← links)
- (Q4978471) (← links)