Hedging unit-linked life insurance contracts under the mean-variance criterion (Q2887459)

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scientific article; zbMATH DE number 6041803
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Hedging unit-linked life insurance contracts under the mean-variance criterion
scientific article; zbMATH DE number 6041803

    Statements

    1 June 2012
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    mean-variance criterion
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    hedging strategy
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    unit-linked life insurance
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    efficient frontier
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    Hedging unit-linked life insurance contracts under the mean-variance criterion (English)
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    Identifiers

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