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Locally Risk-minimizing Hedging of Insurance Payment Streams - MaRDI portal

Locally Risk-minimizing Hedging of Insurance Payment Streams (Q3632829)

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Locally Risk-minimizing Hedging of Insurance Payment Streams
scientific article

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    title
    Locally Risk-minimizing Hedging of Insurance Payment Streams (English)
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    author
    Martin Riesner
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    publication date
    15 June 2009
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    zbMATH DE Number
    5564863
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    zbMATH Keywords
    Locally risk-minimizing
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    semimartingale
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    hedging
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    unit-linked life insurance
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    Markov chain
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    Lévy process
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    incomplete market
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