Quantile hedging for equity-linked life insurance contracts in a stochastic interest rate economy
Quansheng Gao; Ting He; Chi Zhang
| Year of publication: |
2011
|
|---|---|
| Authors: | Gao, Quansheng ; He, Ting ; Zhang, Chi |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 28.2011, 1/2, p. 147-156
|
| Subject: | Lebensversicherung | Life insurance | Versicherungsmathematik | Actuarial mathematics | Optionspreistheorie | Option pricing theory | Zinsrisiko | Interest rate risk | Kapitalanlage | Financial investment | Hedging | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10009270040