Bachelier model with stopping time and its insurance application (Q784430)
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scientific article; zbMATH DE number 7226833
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bachelier model with stopping time and its insurance application |
scientific article; zbMATH DE number 7226833 |
Statements
Bachelier model with stopping time and its insurance application (English)
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3 August 2020
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Bachelier model
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Black-Scholes
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stopping time
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quantile hedging
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equity-linked life insurance contract
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call option
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absorbing barrier
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default
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0.8585651
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0.8571963
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0.8520436
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0.84387726
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0.8400457
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0.83929205
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