Explicit portfolio for unit-linked life insurance contracts with surrender option (Q732095)
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scientific article; zbMATH DE number 5612573
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit portfolio for unit-linked life insurance contracts with surrender option |
scientific article; zbMATH DE number 5612573 |
Statements
Explicit portfolio for unit-linked life insurance contracts with surrender option (English)
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9 October 2009
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unit-linked
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surrender option
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risk-minimization
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hedging strategy
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Lévy process
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