Quantile hedging on equity-linked life insurance contracts with transaction costs (Q2513623)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile hedging on equity-linked life insurance contracts with transaction costs |
scientific article |
Statements
Quantile hedging on equity-linked life insurance contracts with transaction costs (English)
0 references
28 January 2015
0 references
quantile hedging
0 references
equity-linked life insurance
0 references
transaction costs
0 references
adjusted hedging volatility
0 references
hedging costs
0 references
0 references
