Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra - In: Insurance: Mathematics and Economics 60 (2015) C, pp. 47-60
In this paper we investigate the local risk-minimization approach for a combined financial-insurance model where there … contracts via the local risk-minimization approach under partial information. The Föllmer–Schweizer decomposition of the …