Hedging unit-linked life insurance contracts under the mean-variance criterion
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Publication:2887459
zbMATH Open1249.91037MaRDI QIDQ2887459
Publication date: 1 June 2012
Published in: Acta Mathematica Scientia. Series A. (Chinese Edition) (Search for Journal in Brave)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)
Related Items (4)
Hedging life insurance with pure endowments ⋮ A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market ⋮ Hedging life insurance contracts in a Lévy process financial market ⋮ Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering
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