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Optimal Hedging and Pricing of Equity-LinkedLife Insurance Contracts in a Discrete-Time Incomplete Market.

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Bibliographic Details
Title: Optimal Hedging and Pricing of Equity-LinkedLife Insurance Contracts in a Discrete-Time Incomplete Market.
Authors: Josephy, Norman1, Kimball, Lucia1 lkimball@bentley.edu, Steblovskaya, Victoria1
Source: Journal of Probability & Statistics. 2011, p1-23. 23p. 4 Charts, 4 Graphs.
Database: Academic Search Ultimate
Description
ISSN:1687952X
DOI:10.1155/2011/850727