Tax- and expense-modified risk-minimization for insurance payment processes (Q5140642)
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scientific article; zbMATH DE number 7286463
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tax- and expense-modified risk-minimization for insurance payment processes |
scientific article; zbMATH DE number 7286463 |
Statements
Tax- and expense-modified risk-minimization for insurance payment processes (English)
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16 December 2020
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quadratic hedging
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incomplete market
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market consistent valuation
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intrinsic value process
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Galtchouk-Kunita-Watanabe decomposition
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