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A benchmark approach to risk-minimization under partial information
Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra - In: Insurance / Mathematics & economics 55 (2014), pp. 129-146
Persistent link: https://www.econbiz.de/10010366196
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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
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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