Quantile hedging for equity-linked life insurance contracts in a stochastic interest rate economy
| Year of publication: |
2011
|
|---|---|
| Authors: | Gao, Quansheng ; He, Ting ; Zhang, Chi |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 28.2011, 1, p. 147-157
|