Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts

A unlt-hnked hfe insurance contract ~s a contract where the insurancebenefits depend on the price of some specific traded stocks We consider amodel describing the uncertainty of the financial market and a portfoho ofinsured individuals simultaneously...

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Year of publication:	1998-05-01
Authors:	Möller, Thomas
Published in:	Casuality Actuarial Society - Publications ASTIN BULLETIN ; Vol. 28 - No. 1 - 1998, 17-47
Subject:	Rückversicherung \| Unvollkommener Markt \| Incomplete markets

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Extent:	32 p. application/pdf
Type of publication:	Article
Language:	English
Classification:	Management of insurance ; Insurance Industry ; Individual Articles ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005847248