A benchmark approach to risk-minimization under partial information
Claudia Ceci; Katia Colaneri; Alessandra Cretarola
| Year of publication: |
2014
|
|---|---|
| Authors: | Ceci, Claudia ; Colaneri, Katia ; Cretarola, Alessandra |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 55.2014, p. 129-146
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| Subject: | Risk-minimization | Galtchouk-Kunita-Watanabe decomposition | Benchmark approach | Partial information | Unit-linked life insurance contracts | Markovian jump-diffusion models | Lebensversicherung | Life insurance | Benchmarking | Portfolio-Management | Portfolio selection | Unvollkommene Information | Incomplete information | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Risiko | Risk | Dekompositionsverfahren | Decomposition method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010366196