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

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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
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DbLabel: Academic Search Ultimate
An: 70866643
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PubType: Academic Journal
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  Data: Optimal Hedging and Pricing of Equity-LinkedLife Insurance Contracts in a Discrete-Time Incomplete Market.
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Probability+%26+Statistics%22">Journal of Probability & Statistics</searchLink>. 2011, p1-23. 23p. 4 Charts, 4 Graphs.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=asn&AN=70866643
RecordInfo BibRecord:
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        Value: 10.1155/2011/850727
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      – Code: eng
        Text: English
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      Pagination:
        PageCount: 23
        StartPage: 1
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      – TitleFull: Optimal Hedging and Pricing of Equity-LinkedLife Insurance Contracts in a Discrete-Time Incomplete Market.
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            NameFull: Josephy, Norman
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            NameFull: Kimball, Lucia
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            NameFull: Steblovskaya, Victoria
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            – D: 01
              M: 01
              Text: 2011
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              Y: 2011
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            – TitleFull: Journal of Probability & Statistics
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