A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market
| Year of publication: |
2008
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|---|---|
| Authors: | Vandaele, Nele ; Vanmaele, Michèle |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 42.2008, 3, p. 1128-1137
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