Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee (Q2276216)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee |
scientific article |
Statements
Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee (English)
0 references
1 August 2011
0 references
unit-linked
0 references
death guarantee
0 references
hedging strategies
0 references
transaction and error of re-hedging costs
0 references
risk indicators
0 references
stress-testing
0 references
