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Hedging
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Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization
Ceci, Claudia
;
Colaneri, Katia
;
Cretarola, Alessandra
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 47-60
Persistent link: https://www.econbiz.de/10010484834
Saved in:
2
Unit-linked life insurance policies : optimal hedging in partially observable market models
Ceci, Claudia
;
Colaneri, Katia
;
Cretarola, Alessandra
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 149-163
Persistent link: https://www.econbiz.de/10011774803
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