Efficient hedging of equity-linked life insurance policies
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Publication:886628
zbMath1282.91345MaRDI QIDQ886628
Publication date: 27 June 2007
Published in: Doklady Mathematics (Search for Journal in Brave)
Related Items (4)
Efficient hedging currency options in fractional Brownian motion model with jumps ⋮ Loss analysis of a life insurance company applying discrete-time risk-minimizing hedging strategies ⋮ Quantile hedging for equity-linked contracts ⋮ Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market
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