Efficient hedging for equity-linked life insurance contracts with stochastic interest rate
Alexander Melnikov and Shuo Tong
| Year of publication: |
2013
|
|---|---|
| Authors: | Melʹnikov, Aleksandr V. ; Tong, Shuo |
| Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 4.2013, 3, p. 207-223
|
| Subject: | Efficient hedging | stochastic interest rate | equity-linked life insurance | risk management | Hedging | Lebensversicherung | Life insurance | Zinsrisiko | Interest rate risk | Risikomanagement | Risk management | Versicherungsmathematik | Actuarial mathematics | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process | Zins | Interest rate | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010190153