Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality
type: Item
instance of: scholarly article
title: Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality
zbMATH Open document ID: 1260.91235
author: Patrice Gaillardetz
author: Huan Yi Li
author: Anne MacKay
published in: European Actuarial Journal
publication date: 2013-02-05T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6134557
zbMATH Keywords: equity-indexed annuity
zbMATH Keywords: stochastic mortality
zbMATH Keywords: mortality index
zbMATH Keywords: arbitrage theory
zbMATH Keywords: risk management strategies
zbMATH Keywords: dynamic hedging errors
MaRDI profile type: Publication
full work available at URL: s13385-012-0057-1
OpenAlex ID: W1985683555
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DOI: 10.1007/S13385-012-0057-1
description: scientific article; zbMATH DE number 6134557