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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of international money and finance"
~person:"Ceci, Claudia"
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Föllmer-Schweizer decomposition
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Hedging
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Lebensversicherung
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Local risk-minimization
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Ceci, Claudia
Li, Johnny Siu-Hang
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Sherris, Michael
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Dhaene, Jan
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Regis, Luca
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Insurance / Mathematics & economics
Journal of international money and finance
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Unit-linked life insurance policies : optimal
hedging
in partially observable market models
Ceci, Claudia
;
Colaneri, Katia
;
Cretarola, Alessandra
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 149-163
Persistent link: https://www.econbiz.de/10011774803
Saved in:
2
Hedging
of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization
Ceci, Claudia
;
Colaneri, Katia
;
Cretarola, Alessandra
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 47-60
Persistent link: https://www.econbiz.de/10010484834
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