Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

Quantile hedging of equity-linked life insurance policies

From MaRDI portal
Publication:886618
Jump to:navigation, search

zbMath1282.91344MaRDI QIDQ886618

Alexander V. Melnikov

Publication date: 27 June 2007

Published in: Doklady Mathematics (Search for Journal in Brave)



Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)


Related Items

Efficient hedging currency options in fractional Brownian motion model with jumps ⋮ Quantile hedging in models with dividends and application to equity-linked life insurance contracts ⋮ Loss analysis of a life insurance company applying discrete-time risk-minimizing hedging strategies ⋮ Quantile hedging for equity-linked contracts ⋮ Quantile hedging on equity-linked life insurance contracts with transaction costs ⋮ Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market ⋮ Quantile hedging in a defaultable market with life insurance applications



Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:886618&oldid=12839469"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 30 January 2024, at 16:53.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki