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  • Search: subject:"Discrete-time Risk-minimizing Hedging Strategies"
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Year of publication
Subject
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Discrete-time Risk-minimizing Hedging Strategies 2 Net Loss 2 Pure Endowment Equity-linked Life Insurance 2
Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 1
Language
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English 2
Author
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Chen, An 2
Institution
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University of Bonn, Germany 1
Published in...
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Bonn Econ Discussion Papers 2
Source
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EconStor 1 RePEc 1
Showing 1 - 2 of 2
Cover Image
Loss Analysis of a Life Insurance Company Applying Discrete-time Risk-minimizing Hedging Strategies
Chen, An - 2005
In this paper, we consider the net loss of a life insurance company issuing identical equity-linked pure endowment contracts in the case of periodic premiums. Under this construction, financial risks as well as the mortality risk are included. Based on Møller (1998), we particularly investigate...
Persistent link: https://www.econbiz.de/10010263142
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Cover Image
Loss Analysis of a Life Insurance Company Applying Discrete-time Risk-minimizing Hedging Strategies
Chen, An - University of Bonn, Germany - 2005
In this paper, we consider the net loss of a life insurance company issuing identical equity-linked pure endowment contracts in the case of periodic premiums. Under this construction, financial risks as well as the mortality risk are included. Based on Møller (1998), we particularly investigate...
Persistent link: https://www.econbiz.de/10004989624
Saved in:
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