A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market
type: Item
instance of: scholarly article
title: A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market
zbMATH Open document ID: 1141.91549
author: Nele Vandaele
author: Michèle Vanmaele
published in: Insurance Mathematics \& Economics
publication date: 2008-06-25T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5292552
zbMATH Keywords: unit-linked
zbMATH Keywords: local risk-minimization
zbMATH Keywords: hedging strategy
zbMATH Keywords: Lévy process
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2008.03.001
OpenAlex ID: W1970757651
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DOI: 10.1016/J.INSMATHECO.2008.03.001
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description: scientific article; zbMATH DE number 5292552