A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (Q931211)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market |
scientific article; zbMATH DE number 5292552
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market |
scientific article; zbMATH DE number 5292552 |
Statements
A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (English)
0 references
25 June 2008
0 references
unit-linked
0 references
local risk-minimization
0 references
hedging strategy
0 references
Lévy process
0 references
0.97135246
0 references
0.9366895
0 references
0.92162454
0 references
0.9150039
0 references
0.9039588
0 references
0.90136695
0 references
0.8966699
0 references
0.8940087
0 references
