Evaluation of equity-linked products in the presence of policyholder surrender option using risk-control strategies
Patrice Gaillardetz, Saeb Hachem and Mehran Moghtadai
| Year of publication: |
2022
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|---|---|
| Authors: | Gaillardetz, Patrice ; Hachem, Saeb ; Moghtadai, Mehran |
| Subject: | Equity-linked products | Local risk minimizing strategy | Partial hedging | Regime switching equity model | Risk management | Surrender risk | Risikomanagement | Hedging | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Risiko | Risk | Optionsgeschäft | Option trading | Risikomodell | Risk model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1748499521000051 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013187283