Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market

DOI10.1155/2011/850727zbMath1233.91148OpenAlexW2124485124WikidataQ58692070 ScholiaQ58692070MaRDI QIDQ764421

Lucia Kimball, Norman Josephy, Victoria Steblovskaya

Publication date: 13 March 2012

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2011/850727

Mathematics Subject Classification ID

Cites Work

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