Partial Hedging for Equity-Linked Products Using Risk-Minimizing Strategies

DOI10.1080/10920277.2017.1318707zbMath1414.91187OpenAlexW2762771911MaRDI QIDQ5379246

Mehran Moghtadai, Patrice Gaillardetz

Publication date: 28 May 2019

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2017.1318707

zbMATH Keywords

risk-minimizing strategiesequity-indexed annuities hedgingequity-indexed annuities pricing

Mathematics Subject Classification ID

Related Items (1)

Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting

Cites Work

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