CVaR-hedging and its applications to equity-linked life insurance contracts with transaction costs (Q2671651)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CVaR-hedging and its applications to equity-linked life insurance contracts with transaction costs |
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CVaR-hedging and its applications to equity-linked life insurance contracts with transaction costs (English)
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3 June 2022
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conditional value-at-risk
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jump-diffusion model
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option pricing
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transaction costs
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equity-linked life insurance contracts
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