Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee
Oberlain Nteukam T.; Frédéric Planchet; Pierre-E. Thérond
| Year of publication: |
2011
|
|---|---|
| Authors: | Nteukam T., Oberlain ; Planchet, Frédéric ; Thérond, Pierre-E. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 48.2011, 2, p. 161-175
|
| Subject: | Lebensversicherung | Life insurance | Hedging | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory |
| 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/10008989359