Hedging life insurance with pure endowments
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Publication:882466
DOI10.1016/j.insmatheco.2006.07.002zbMath1183.91067OpenAlexW1998436324MaRDI QIDQ882466
Virginia R. Young, Erhan Bayraktar
Publication date: 23 May 2007
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.07.002
nonlinear partial differential equationslife insuranceSharpe ratiostochastic mortalitypure endowments
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