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 |
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