Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts
Jérôme Pansera
| Year of publication: |
2012
|
|---|---|
| Authors: | Pansera, Jérôme |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 50.2012, 1, p. 1-11
|
| Subject: | Optionspreistheorie | Option pricing theory | Risikomanagement | Risk management | Risiko | Risk | Portfolio-Management | Portfolio selection |
| 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://www.econbiz.de/10009501707