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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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Risk-minimization for life insurance liabilities with basis risk
Biagini, Francesca; Rheinländer, Thorsten; Schreiber, Irene - In: Mathematics and financial economics 10 (2016) 2, pp. 151-178
Persistent link: https://www.econbiz.de/10011485900
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Polynomial diffusion models for life insurance liabilities
Biagini, Francesca; Zhang, Yinglin - In: Insurance / Mathematics & economics 71 (2016), pp. 114-129
Persistent link: https://www.econbiz.de/10011630620
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Risk-minimization for life insurance liabilities with dependent mortality risk
Biagini, Francesca; Botero, Camila; Schreiber, Irene - In: Mathematical finance : an international journal of … 27 (2017) 2, pp. 505-533
Persistent link: https://www.econbiz.de/10011752521