EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS
Year of publication: |
2008
|
---|---|
Authors: | MELNIKOV, ALEXANDER ; ROMANYUK, YULIYA |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 11.2008, 03, p. 295-323
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Efficient hedging | equity-linked insurance | multi-asset theorem |
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