Hedging life insurance with pure endowments
Year of publication: |
2007
|
---|---|
Authors: | Bayraktar, Erhan ; Young, Virginia R. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 40.2007, 3, p. 435-444
|
Subject: | Finanzmathematik | Mathematical finance | Lebensversicherung | Life insurance | Hedging |
-
It's RILA time : an introduction to registered index-linked annuities
Moenig, Thorsten, (2022)
-
Delong, Ćukasz, (2011)
-
An overview of comonotonicity and its applications in finance and insurance
Deelstra, Griselda, (2011)
- More ...
-
Minimizing the probability of lifetime ruin under borrowing constraints
Bayraktar, Erhan, (2007)
-
Maximizing utility of consumption subject to a constraint on the probability of lifetime ruin
Bayraktar, Erhan, (2008)
-
Correspondence between lifetime minimum wealth and utility of consumption
Bayraktar, Erhan, (2007)
- More ...