Tax- and expense-modified risk-minimization for insurance payment processes
Kristian Buchardt, Christian Furrer and Thomas Møller
| Year of publication: |
2020
|
|---|---|
| Authors: | Buchardt, Kristian ; Furrer, Christian ; Møller, Thomas |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2020.2020, 10, p. 934-961
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| Subject: | Galtchouk-Kunita-Watanabe decomposition | incomplete market | intrinsic value process | market consistent valuation | Quadratic hedging | Unvollkommener Markt | Incomplete market | Hedging | Optionspreistheorie | Option pricing theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2020.1790413 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012313749