EFFICIENT HEDGING FOR DEFAULTABLE SECURITIES AND ITS APPLICATION TO EQUITY-LINKED LIFE INSURANCE CONTRACTS (Q3460682)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EFFICIENT HEDGING FOR DEFAULTABLE SECURITIES AND ITS APPLICATION TO EQUITY-LINKED LIFE INSURANCE CONTRACTS |
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EFFICIENT HEDGING FOR DEFAULTABLE SECURITIES AND ITS APPLICATION TO EQUITY-LINKED LIFE INSURANCE CONTRACTS (English)
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8 January 2016
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efficient hedging
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nonsmooth convex duality
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Fréchet derivative
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Gateaux derivative
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default time
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superhedging
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equity-linked life insurance contract
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