Hedging life insurance contracts in a Lévy process financial market (Q2499839)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging life insurance contracts in a Lévy process financial market |
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Hedging life insurance contracts in a Lévy process financial market (English)
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14 August 2006
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unit-linked life insurance
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Lévy process
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incomplete market
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risk-minimization
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martingale representation
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Kunita-Watanabe
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