Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality (Q1936470)
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scientific article; zbMATH DE number 6134557
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality |
scientific article; zbMATH DE number 6134557 |
Statements
Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality (English)
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5 February 2013
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equity-indexed annuity
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stochastic mortality
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mortality index
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arbitrage theory
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risk management strategies
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dynamic hedging errors
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